Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294761.1722 | 41419.2169 | 253341.9554 | 513393.0731 | -160259.8599 | 673652.9329 |
Total P&L (%) | 294.7612 | 41.4192 | 253.342 | 513.3931 | -160.2599 | 673.6529 |
Avg Daily Profit (%) | 0.1978 | 0.0278 | 0.17 | 0.1218 | 0 | 0.1374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79492 | -51557 | -85175 | -737153 | -506059 | -620609 |
Profit Factor | 2.0933 | 1.3028 | 2.9074 | 1.3154 | 0.8082 | 1.8504 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 30 | 21 | 9 | 30 | 21 | 9 |
Profitability (%) | 78.1022 | 69.5652 | 86.7647 | 78.1022 | 69.5652 | 86.7647 |
Ratio Avg Win / Avg Loss | 0.5869 | 0.57 | 0.4435 | 0.3688 | 0.3536 | 0.2823 |
Largest Winning Trade | 24218 | 21255 | 24218 | 120701 | 102033 | 120701 |
Largest Losing Trade | -69539 | -51557 | -69539 | -555679 | -483509 | -555679 |
Avg Bars in Trades | 37 | 15 | 60 | 37 | 15 | 60 |
Avg Bars in Winners | 18 | 5 | 28 | 18 | 5 | 28 |
Avg Bars in Losers | 107 | 39 | 267 | 107 | 39 | 267 |
Bars Traded | 5190 | 1102 | 4088 | 5190 | 1102 | 4088 |
Profit Streak | 179.322 | 179.322 | 253.822 | 179.322 | 179.322 | 253.822 |
Trades During Streak | 8 | 4 | 12 | 8 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524937 | -256893 | -92948 | -25717 | -678260 | -111563 |
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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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