Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567102.5254 | 450724.0964 | 116378.429 | 211024.136 | -190488.6645 | 401512.8004 |
Total P&L (%) | 567.1025 | 450.7241 | 116.3784 | 211.0241 | -190.4887 | 401.5128 |
Avg Daily Profit (%) | 0.2412 | 0.1917 | 0.0495 | 0.0483 | 0 | 0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151822 | -74034 | -187482 | -447843 | -424581 | -181305 |
Profit Factor | 1.8013 | 2.4257 | 1.2972 | 1.1623 | 0.7368 | 1.6968 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 43.299 | 38.7755 | 47.9167 | 43.299 | 38.7755 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.3589 | 3.8301 | 1.41 | 1.5221 | 1.1634 | 1.8443 |
Largest Winning Trade | 159481 | 159481 | 62997 | 287884 | 158855 | 287884 |
Largest Losing Trade | -81606 | -28165 | -81606 | -154350 | -154350 | -144696 |
Avg Bars in Trades | 143 | 109 | 177 | 143 | 109 | 177 |
Avg Bars in Winners | 226 | 182 | 264 | 226 | 182 | 264 |
Avg Bars in Losers | 79 | 63 | 97 | 79 | 63 | 97 |
Bars Traded | 13891 | 5376 | 8515 | 13891 | 5376 | 8515 |
Profit Streak | 6.3132 | 6.3132 | 14.3132 | 6.3132 | 6.3132 | 14.3132 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382522 | 309461 | -126861 | -170475 | -582687 | -98232 |
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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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