Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287696.8718 | 152213.4376 | 135483.4342 | 10614.1238 | 208067.6453 | -197453.5215 |
Total P&L (%) | 287.6969 | 152.2134 | 135.4834 | 10.6141 | 208.0676 | -197.4535 |
Avg Daily Profit (%) | 0.1529 | 0.0809 | 0.072 | 0.0054 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130930 | -44041 | -115977 | -1091329 | -362952 | -1025817 |
Profit Factor | 1.5321 | 1.7412 | 1.4041 | 1.0036 | 1.2426 | 0.9045 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 74 | 29 | 45 | 74 | 29 | 45 |
Losing Trades | 45 | 31 | 14 | 45 | 31 | 14 |
Profitability (%) | 62.1849 | 48.3333 | 76.2712 | 62.1849 | 48.3333 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.9317 | 1.8612 | 0.4368 | 0.6103 | 1.3283 | 0.2814 |
Largest Winning Trade | 90493 | 90493 | 38674 | 406419 | 406419 | 259502 |
Largest Losing Trade | -84076 | -21532 | -84076 | -612812 | -184837 | -612812 |
Avg Bars in Trades | 91 | 33 | 149 | 91 | 33 | 149 |
Avg Bars in Winners | 72 | 24 | 103 | 72 | 24 | 103 |
Avg Bars in Losers | 121 | 42 | 297 | 121 | 42 | 297 |
Bars Traded | 10847 | 2018 | 8829 | 10847 | 2018 | 8829 |
Profit Streak | 61.6121 | 61.6121 | 119.9454 | 61.6121 | 61.6121 | 119.9454 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374308 | -250482 | -269655 | -547187 | -282161 | -752700 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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