Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229940.5387 | 213279.2583 | 16661.2804 | 77127.0625 | 392171.4328 | -315044.3703 |
Total P&L (%) | 229.9405 | 213.2793 | 16.6613 | 77.1271 | 392.1714 | -315.0444 |
Avg Daily Profit (%) | 0.1609 | 0.1492 | 0.0117 | 0.04 | 0.1116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101599 | -65125 | -87269 | -708602 | -280576 | -533657 |
Profit Factor | 1.4895 | 1.7363 | 1.0925 | 1.0409 | 1.3955 | 0.6472 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 78.3217 | 78.8732 | 77.7778 | 78.3217 | 78.8732 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4123 | 0.4651 | 0.3121 | 0.2881 | 0.3738 | 0.1849 |
Largest Winning Trade | 38540 | 38540 | 20938 | 190575 | 190575 | 143438 |
Largest Losing Trade | -62723 | -62723 | -58654 | -343212 | -201732 | -343212 |
Avg Bars in Trades | 51 | 95 | 8 | 51 | 95 | 8 |
Avg Bars in Winners | 19 | 33 | 4 | 19 | 33 | 4 |
Avg Bars in Losers | 166 | 323 | 19 | 166 | 323 | 19 |
Bars Traded | 7339 | 6754 | 585 | 7339 | 6754 | 585 |
Profit Streak | 79.0155 | 90.3488 | 79.0155 | 79.0155 | 90.3488 | 79.0155 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457186 | -74806 | -380746 | -310796 | -126535 | -654710 |
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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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