Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316582.9171 | 231527.3084 | 85055.6087 | -236741.6381 | -52921.2151 | -183820.423 |
Total P&L (%) | 316.5829 | 231.5273 | 85.0556 | -236.7416 | -52.9212 | -183.8204 |
Avg Daily Profit (%) | 0.3039 | 0.2223 | 0.0817 | 0 | -0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106489 | -57629 | -106489 | -287675 | -75381 | -243772 |
Profit Factor | 1.577 | 2.0977 | 1.2519 | 0.5447 | 0.7072 | 0.4581 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 115 | 55 | 60 | 38 | 23 | 15 |
Losing Trades | 32 | 19 | 13 | 109 | 51 | 58 |
Profitability (%) | 78.2313 | 74.3243 | 82.1918 | 25.8503 | 31.0811 | 20.5479 |
Ratio Avg Win / Avg Loss | 0.4388 | 0.7247 | 0.2712 | 1.5624 | 1.5682 | 1.7713 |
Largest Winning Trade | 28107 | 28107 | 21681 | 47820 | 39408 | 47820 |
Largest Losing Trade | -106489 | -36698 | -106489 | -153666 | -14128 | -153666 |
Avg Bars in Trades | 168 | 182 | 154 | 168 | 182 | 154 |
Avg Bars in Winners | 100 | 106 | 95 | 347 | 356 | 332 |
Avg Bars in Losers | 412 | 403 | 425 | 106 | 104 | 108 |
Bars Traded | 24784 | 13526 | 11258 | 24784 | 13526 | 11258 |
Profit Streak | 21.6336 | 21.6336 | 44.342 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520447 | -50955 | -151970 | -603678 | -649815 | -699395 |
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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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