Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468295.3885 | 395859.6463 | 72435.7422 | -94744.9473 | 539669.164 | -634414.1113 |
Total P&L (%) | 468.2954 | 395.8596 | 72.4357 | -94.7449 | 539.6692 | -634.4141 |
Avg Daily Profit (%) | 0.2048 | 0.1731 | 0.0317 | -0.1287 | 0.0812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172869 | -124186 | -250097 | -891818 | -83522 | -978006 |
Profit Factor | 1.4788 | 1.9528 | 1.1287 | 0.9296 | 3.4565 | 0.437 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 53.2051 | 50 | 56.4103 | 53.2051 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.3006 | 1.9528 | 0.8722 | 0.8176 | 3.4565 | 0.3377 |
Largest Winning Trade | 110274 | 110274 | 59256 | 306727 | 306727 | 197120 |
Largest Losing Trade | -97635 | -28161 | -97635 | -769248 | -72034 | -769248 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 30 | 22 | 37 | 30 | 22 | 37 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 4325 | 1756 | 2569 | 4325 | 1756 | 2569 |
Profit Streak | 78.3432 | 237.3432 | 78.3432 | 78.3432 | 237.3432 | 78.3432 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421855 | -21701 | -263958 | -577897 | -110343 | -613569 |
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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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