Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253631.5655 | 197129.676 | 56501.8895 | 269974.3997 | 418625.1903 | -148650.7906 |
Total P&L (%) | 253.6316 | 197.1297 | 56.5019 | 269.9744 | 418.6252 | -148.6508 |
Avg Daily Profit (%) | 0.1777 | 0.1381 | 0.0396 | 0.0917 | 0.1154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77514 | -63668 | -58543 | -602531 | -291197 | -485591 |
Profit Factor | 1.6033 | 1.8168 | 1.3155 | 1.1497 | 1.4624 | 0.8345 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 75.1634 | 80.2632 | 70.1299 | 75.1634 | 80.2632 | 70.1299 |
Ratio Avg Win / Avg Loss | 0.5298 | 0.4468 | 0.5603 | 0.3799 | 0.3596 | 0.3555 |
Largest Winning Trade | 27663 | 27663 | 13435 | 123477 | 123477 | 60495 |
Largest Losing Trade | -53606 | -53606 | -50358 | -430337 | -291197 | -430337 |
Avg Bars in Trades | 32 | 54 | 10 | 32 | 54 | 10 |
Avg Bars in Winners | 11 | 17 | 5 | 11 | 17 | 5 |
Avg Bars in Losers | 93 | 203 | 22 | 93 | 203 | 22 |
Bars Traded | 4940 | 4142 | 798 | 4940 | 4142 | 798 |
Profit Streak | 68.7076 | 88.4576 | 68.7076 | 68.7076 | 88.4576 | 68.7076 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478379 | -51807 | -179814 | -122458 | -83371 | -618191 |
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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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