Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280405.926 | 31245.0097 | 249160.9163 | -87237.4087 | -448975.2697 | 361737.8611 |
Total P&L (%) | 280.4059 | 31.245 | 249.1609 | -87.2374 | -448.9753 | 361.7379 |
Avg Daily Profit (%) | 0.1838 | 0.0205 | 0.1633 | -0.1348 | 0 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155622 | -73880 | -130107 | -1370463 | -852801 | -1066851 |
Profit Factor | 1.4587 | 1.1329 | 1.6622 | 0.976 | 0.6518 | 1.1544 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 65.6442 | 57.3171 | 74.0741 | 65.6442 | 57.3171 | 74.0741 |
Ratio Avg Win / Avg Loss | 0.7634 | 0.8437 | 0.5818 | 0.5108 | 0.4854 | 0.404 |
Largest Winning Trade | 38787 | 38787 | 34052 | 348559 | 110572 | 348559 |
Largest Losing Trade | -97468 | -35682 | -97468 | -721390 | -452345 | -721390 |
Avg Bars in Trades | 54 | 23 | 85 | 54 | 23 | 85 |
Avg Bars in Winners | 43 | 16 | 64 | 43 | 16 | 64 |
Avg Bars in Losers | 75 | 33 | 146 | 75 | 33 | 146 |
Bars Traded | 8884 | 1936 | 6947 | 8884 | 1936 | 6947 |
Profit Streak | 62.4917 | 96.9917 | 62.4917 | 62.4917 | 96.9917 | 62.4917 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401050 | -246348 | -322 | -576506 | -582652 | -119420 |
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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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