Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272667.7364 | 8755.9779 | 263911.7586 | 123419.9635 | 186776.4614 | -63356.4979 |
Total P&L (%) | 272.6677 | 8.756 | 263.9118 | 123.42 | 186.7765 | -63.3565 |
Avg Daily Profit (%) | 0.1789 | 0.0057 | 0.1731 | 0.0527 | 0.0691 | -0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180119 | -108639 | -105351 | -1659389 | -392230 | -1411079 |
Profit Factor | 1.5458 | 1.0324 | 2.1517 | 1.0453 | 1.2056 | 0.9651 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 79.085 | 72.3684 | 85.7143 | 79.085 | 72.3684 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.4088 | 0.3942 | 0.3586 | 0.2764 | 0.4603 | 0.1609 |
Largest Winning Trade | 45213 | 25104 | 45213 | 252570 | 197466 | 252570 |
Largest Losing Trade | -70040 | -49305 | -70040 | -1085389 | -170813 | -1085389 |
Avg Bars in Trades | 17 | 14 | 21 | 17 | 14 | 21 |
Avg Bars in Winners | 10 | 5 | 14 | 10 | 5 | 14 |
Avg Bars in Losers | 44 | 35 | 62 | 44 | 35 | 62 |
Bars Traded | 2730 | 1074 | 1656 | 2730 | 1074 | 1656 |
Profit Streak | 11.7018 | 11.7018 | 40.7018 | 11.7018 | 11.7018 | 40.7018 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504192 | -582878 | -26712 | -288208 | -148165 | -616197 |
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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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