Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472372.6866 | 392187.9856 | 80184.701 | 330262.0846 | 149472.4485 | 180789.6361 |
Total P&L (%) | 472.3727 | 392.188 | 80.1847 | 330.2621 | 149.4724 | 180.7896 |
Avg Daily Profit (%) | 0.1881 | 0.1562 | 0.0319 | 0.0581 | 0.0364 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105373 | -131626 | -50583 | -1785951 | -2061874 | -663769 |
Profit Factor | 1.6496 | 1.6993 | 1.4822 | 1.059 | 1.0332 | 1.1661 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 74.4828 | 73.6111 | 75.3425 | 74.4828 | 73.6111 | 75.3425 |
Ratio Avg Win / Avg Loss | 0.5652 | 0.6092 | 0.4851 | 0.3628 | 0.3704 | 0.3816 |
Largest Winning Trade | 60863 | 60863 | 15328 | 494127 | 494127 | 270000 |
Largest Losing Trade | -70059 | -70059 | -35269 | -1165328 | -1165328 | -460611 |
Avg Bars in Trades | 100 | 195 | 7 | 100 | 195 | 7 |
Avg Bars in Winners | 51 | 99 | 4 | 51 | 99 | 4 |
Avg Bars in Losers | 245 | 462 | 15 | 245 | 462 | 15 |
Bars Traded | 14612 | 14070 | 542 | 14612 | 14070 | 542 |
Profit Streak | 90.7515 | 90.7515 | 150.0848 | 90.7515 | 90.7515 | 150.0848 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466351 | -67070 | -217426 | -267483 | -404730 | -244213 |
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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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