Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364815.6954 | 319461.3135 | 45354.3819 | 6043.9414 | -450294.0617 | 456338.0031 |
Total P&L (%) | 364.8157 | 319.4613 | 45.3544 | 6.0439 | -450.2941 | 456.338 |
Avg Daily Profit (%) | 0.1551 | 0.1358 | 0.0193 | 0.0025 | 0 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164550 | -179158 | -49273 | -3289190 | -3405530 | -497561 |
Profit Factor | 1.4948 | 1.5542 | 1.2822 | 1.001 | 0.9137 | 1.4664 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 71.7557 | 70.7692 | 72.7273 | 71.7557 | 70.7692 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5884 | 0.6419 | 0.4808 | 0.394 | 0.3774 | 0.5499 |
Largest Winning Trade | 78097 | 78097 | 16921 | 616266 | 616266 | 382520 |
Largest Losing Trade | -67751 | -67751 | -41532 | -1891797 | -1891797 | -380773 |
Avg Bars in Trades | 34 | 66 | 2 | 34 | 66 | 2 |
Avg Bars in Winners | 13 | 25 | 2 | 13 | 25 | 2 |
Avg Bars in Losers | 87 | 166 | 4 | 87 | 166 | 4 |
Bars Traded | 4491 | 4312 | 179 | 4491 | 4312 | 179 |
Profit Streak | 76.7481 | 78.7481 | 76.7481 | 76.7481 | 78.7481 | 76.7481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395175 | -140166 | -290932 | -572245 | -709208 | -216444 |
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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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