Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276389.3798 | 113585.3907 | 162803.9892 | -22327.9132 | -40022.8654 | 17694.9522 |
Total P&L (%) | 276.3894 | 113.5854 | 162.804 | -22.3279 | -40.0229 | 17.695 |
Avg Daily Profit (%) | 0.1574 | 0.0647 | 0.0927 | -0.0144 | -0.0291 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251458 | -65183 | -261174 | -1787234 | -563756 | -1722067 |
Profit Factor | 1.3876 | 1.5958 | 1.3117 | 0.9933 | 0.9557 | 1.0072 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 85 | 37 | 48 | 83 | 37 | 46 |
Losing Trades | 56 | 34 | 22 | 58 | 34 | 24 |
Profitability (%) | 60.2837 | 52.1127 | 68.5714 | 58.8652 | 52.1127 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.9142 | 1.4664 | 0.6012 | 0.6941 | 0.8782 | 0.5255 |
Largest Winning Trade | 36952 | 27295 | 36952 | 291319 | 123021 | 291319 |
Largest Losing Trade | -121167 | -39439 | -121167 | -1558724 | -401308 | -1558724 |
Avg Bars in Trades | 70 | 24 | 116 | 70 | 24 | 116 |
Avg Bars in Winners | 50 | 24 | 70 | 67 | 25 | 100 |
Avg Bars in Losers | 99 | 24 | 214 | 74 | 23 | 146 |
Bars Traded | 9893 | 1768 | 8125 | 9893 | 1768 | 8125 |
Profit Streak | 63.5256 | 110.0256 | 63.5256 | 63.5256 | 110.0256 | 63.5256 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334921 | -189452 | -161926 | -577868 | -665553 | -494679 |
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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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