Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272911.1137 | 154027.9541 | 118883.1596 | 201610.4672 | -92552.824 | 294163.2912 |
Total P&L (%) | 272.9111 | 154.028 | 118.8832 | 201.6105 | -92.5528 | 294.1633 |
Avg Daily Profit (%) | 0.262 | 0.1479 | 0.1141 | 0.106 | -0.249 | 0.1318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105977 | -71215 | -55172 | -619101 | -562177 | -228171 |
Profit Factor | 1.479 | 1.5114 | 1.4428 | 1.0908 | 0.9289 | 1.3203 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 67.1233 | 67.1233 | 67.1233 | 67.1233 | 67.1233 | 67.1233 |
Ratio Avg Win / Avg Loss | 0.7244 | 0.7403 | 0.7067 | 0.5343 | 0.455 | 0.6467 |
Largest Winning Trade | 48331 | 48331 | 28841 | 174139 | 120891 | 174139 |
Largest Losing Trade | -55172 | -51131 | -55172 | -380351 | -380351 | -161640 |
Avg Bars in Trades | 167 | 158 | 176 | 167 | 158 | 176 |
Avg Bars in Winners | 116 | 110 | 122 | 116 | 110 | 122 |
Avg Bars in Losers | 272 | 258 | 286 | 272 | 258 | 286 |
Bars Traded | 24484 | 11592 | 12892 | 24484 | 11592 | 12892 |
Profit Streak | 10.3034 | 49.5117 | 10.3034 | 10.3034 | 49.5117 | 10.3034 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409269 | -63977 | -110143 | -170033 | -648821 | -87381 |
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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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