Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290313.6882 | 28378.704 | 261934.9842 | 97339.033 | 242530.3152 | -145191.2822 |
Total P&L (%) | 290.3137 | 28.3787 | 261.935 | 97.339 | 242.5303 | -145.1913 |
Avg Daily Profit (%) | 0.1899 | 0.0186 | 0.1714 | 0.0445 | 0.0806 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148599 | -113328 | -99496 | -1387186 | -290856 | -1276677 |
Profit Factor | 1.5427 | 1.1013 | 2.0277 | 1.0366 | 1.2788 | 0.9188 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 78.3626 | 74.1176 | 82.5581 | 78.3626 | 74.1176 | 82.5581 |
Ratio Avg Win / Avg Loss | 0.426 | 0.3846 | 0.4284 | 0.2862 | 0.4466 | 0.1941 |
Largest Winning Trade | 45213 | 25104 | 45213 | 205760 | 159501 | 205760 |
Largest Losing Trade | -71179 | -51679 | -71179 | -940240 | -170557 | -940240 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 8 | 5 | 11 | 8 | 5 | 11 |
Avg Bars in Losers | 41 | 34 | 52 | 41 | 34 | 52 |
Bars Traded | 2732 | 1124 | 1608 | 2732 | 1124 | 1608 |
Profit Streak | 19.8556 | 19.8556 | 44.3556 | 19.8556 | 19.8556 | 44.3556 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501175 | -277198 | 518103 | -308904 | -82251 | -574838 |
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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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