Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605235.1862 | 476105.5923 | 129129.5939 | 180391.563 | 300621.8886 | -120230.3257 |
Total P&L (%) | 605.2352 | 476.1056 | 129.1296 | 180.3916 | 300.6219 | -120.2303 |
Avg Daily Profit (%) | 0.4084 | 0.3213 | 0.0871 | 0.0696 | 0.0937 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137845 | -96886 | -94307 | -774268 | -440114 | -452686 |
Profit Factor | 1.6928 | 2.0342 | 1.3125 | 1.0731 | 1.23 | 0.8965 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 34.4595 | 25.6757 | 43.2432 | 34.4595 | 25.6757 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.2196 | 5.8886 | 1.7226 | 2.0409 | 3.5604 | 1.1767 |
Largest Winning Trade | 303437 | 303437 | 67830 | 553211 | 553211 | 87859 |
Largest Losing Trade | -40806 | -21957 | -40806 | -267046 | -126369 | -267046 |
Avg Bars in Trades | 118 | 99 | 137 | 118 | 99 | 137 |
Avg Bars in Winners | 205 | 190 | 214 | 205 | 190 | 214 |
Avg Bars in Losers | 72 | 68 | 78 | 72 | 68 | 78 |
Bars Traded | 17530 | 7387 | 10143 | 17530 | 7387 | 10143 |
Profit Streak | 24.8477 | 34.2644 | 24.8477 | 24.8477 | 34.2644 | 24.8477 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302407 | -78229 | -141888 | -243692 | -157856 | -645653 |
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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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