Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740331.4585 | 709261.1273 | 31070.3312 | -11215.6163 | -543817.3708 | 532601.7545 |
Total P&L (%) | 740.3315 | 709.2611 | 31.0703 | -11.2156 | -543.8174 | 532.6018 |
Avg Daily Profit (%) | 0.3985 | 0.3817 | 0.0167 | -0.0064 | 0 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163964 | -175905 | -78269 | -1541858 | -1810313 | -281618 |
Profit Factor | 1.9005 | 2.205 | 1.1331 | 0.9975 | 0.8449 | 1.5328 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 33.7931 | 29.1667 | 38.3562 | 33.7931 | 29.1667 | 38.3562 |
Ratio Avg Win / Avg Loss | 3.7235 | 5.3549 | 1.821 | 1.9543 | 2.0518 | 2.4635 |
Largest Winning Trade | 779347 | 779347 | 41638 | 678940 | 678940 | 309932 |
Largest Losing Trade | -29608 | -29608 | -27192 | -244090 | -244090 | -119535 |
Avg Bars in Trades | 75 | 128 | 23 | 75 | 128 | 23 |
Avg Bars in Winners | 124 | 243 | 36 | 124 | 243 | 36 |
Avg Bars in Losers | 50 | 81 | 15 | 50 | 81 | 15 |
Bars Traded | 10981 | 9282 | 1699 | 10981 | 9282 | 1699 |
Profit Streak | 104.0231 | 106.3565 | 104.0231 | 104.0231 | 106.3565 | 104.0231 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317411 | -76164 | -321807 | -582525 | -667951 | -132579 |
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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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