Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293474.2571 | 304379.1393 | -10904.8822 | -14911.9687 | -248740.5995 | 233828.6308 |
Total P&L (%) | 293.4743 | 304.3791 | -10.9049 | -14.912 | -248.7406 | 233.8286 |
Avg Daily Profit (%) | 0.1535 | 0.1592 | -0.0057 | -0.0084 | 0 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179492 | -188260 | -57939 | -1431796 | -1417722 | -153671 |
Profit Factor | 1.3906 | 1.5105 | 0.9297 | 0.9952 | 0.9083 | 1.6143 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Profitability (%) | 65.1007 | 70.2703 | 60 | 65.1007 | 70.2703 | 60 |
Ratio Avg Win / Avg Loss | 0.7455 | 0.639 | 0.6198 | 0.5335 | 0.3843 | 1.0762 |
Largest Winning Trade | 64570 | 64570 | 22912 | 331092 | 331092 | 218054 |
Largest Losing Trade | -61917 | -61917 | -51363 | -844201 | -844201 | -119195 |
Avg Bars in Trades | 73 | 145 | 2 | 73 | 145 | 2 |
Avg Bars in Winners | 39 | 72 | 1 | 39 | 72 | 1 |
Avg Bars in Losers | 136 | 318 | 3 | 136 | 318 | 3 |
Bars Traded | 10949 | 10760 | 188 | 10949 | 10760 | 188 |
Profit Streak | 80.9375 | 81.6042 | 80.9375 | 80.9375 | 81.6042 | 80.9375 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342292 | -54019 | -635326 | -577463 | -641772 | -161343 |
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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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