Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312349.225 | 229374.1743 | 82975.0507 | 520944.4749 | 1067331.2701 | -546386.7952 |
Total P&L (%) | 312.3492 | 229.3742 | 82.9751 | 520.9445 | 1067.3313 | -546.3868 |
Avg Daily Profit (%) | 0.2181 | 0.1602 | 0.0579 | 0.1276 | 0.1717 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102878 | -60433 | -76877 | -1820651 | -669952 | -1446398 |
Profit Factor | 1.7295 | 1.917 | 1.4661 | 1.1308 | 1.5839 | 0.7466 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 83.0189 | 84.8101 | 81.25 | 83.0189 | 84.8101 | 81.25 |
Ratio Avg Win / Avg Loss | 0.3538 | 0.3434 | 0.3383 | 0.2313 | 0.2837 | 0.1723 |
Largest Winning Trade | 27663 | 27663 | 13435 | 339151 | 339151 | 162924 |
Largest Losing Trade | -55994 | -55994 | -50358 | -1181993 | -669952 | -1181993 |
Avg Bars in Trades | 30 | 53 | 9 | 30 | 53 | 9 |
Avg Bars in Winners | 10 | 15 | 4 | 10 | 15 | 4 |
Avg Bars in Losers | 133 | 263 | 29 | 133 | 263 | 29 |
Bars Traded | 4928 | 4196 | 732 | 4928 | 4196 | 732 |
Profit Streak | 74.522 | 93.772 | 74.522 | 74.522 | 93.772 | 74.522 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539702 | -12821 | -130056 | -93934 | -13016 | -594704 |
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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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