Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323855.8569 | 47637.1403 | 276218.7166 | 635796.4672 | -119222.6046 | 755019.0717 |
Total P&L (%) | 323.8559 | 47.6371 | 276.2187 | 635.7965 | -119.2226 | 755.0191 |
Avg Daily Profit (%) | 0.2185 | 0.0321 | 0.1863 | 0.1347 | 0 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89841 | -59138 | -81415 | -504875 | -372622 | -300429 |
Profit Factor | 1.9108 | 1.269 | 2.5474 | 1.4442 | 0.8524 | 2.2106 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 23 | 17 | 6 | 23 | 17 | 6 |
Profitability (%) | 84.9673 | 77.9221 | 92.1053 | 84.9673 | 77.9221 | 92.1053 |
Ratio Avg Win / Avg Loss | 0.3381 | 0.3596 | 0.2183 | 0.2555 | 0.2415 | 0.1895 |
Largest Winning Trade | 26545 | 12064 | 26545 | 76777 | 50164 | 76777 |
Largest Losing Trade | -64679 | -55708 | -64679 | -352853 | -352853 | -235347 |
Avg Bars in Trades | 25 | 12 | 39 | 25 | 12 | 39 |
Avg Bars in Winners | 11 | 5 | 17 | 11 | 5 | 17 |
Avg Bars in Losers | 104 | 38 | 291 | 104 | 38 | 291 |
Bars Traded | 3947 | 961 | 2986 | 3947 | 961 | 2986 |
Profit Streak | 171.914 | 171.914 | 259.914 | 171.914 | 171.914 | 259.914 |
Trades During Streak | 12 | 6 | 17 | 12 | 6 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574381 | -189616 | -32901 | -6126 | -617121 | -40280 |
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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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