Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481011.935 | 402816.9287 | 78195.0063 | 272165.2936 | -505339.9346 | 777505.2282 |
Total P&L (%) | 481.0119 | 402.8169 | 78.195 | 272.1653 | -505.3399 | 777.5052 |
Avg Daily Profit (%) | 0.1924 | 0.1611 | 0.0313 | 0.0526 | 0 | 0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179841 | -171778 | -46210 | -3553623 | -3518478 | -178675 |
Profit Factor | 1.6741 | 1.7122 | 1.5286 | 1.0462 | 0.906 | 2.514 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 69.4268 | 69.2308 | 69.6203 | 69.4268 | 69.2308 | 69.6203 |
Ratio Avg Win / Avg Loss | 0.7372 | 0.761 | 0.667 | 0.4607 | 0.4027 | 1.097 |
Largest Winning Trade | 67113 | 67113 | 16475 | 801437 | 801437 | 397556 |
Largest Losing Trade | -65820 | -65820 | -33917 | -2451750 | -2451750 | -178675 |
Avg Bars in Trades | 93 | 182 | 4 | 93 | 182 | 4 |
Avg Bars in Winners | 43 | 84 | 3 | 43 | 84 | 3 |
Avg Bars in Losers | 205 | 402 | 7 | 205 | 402 | 7 |
Bars Traded | 14617 | 14229 | 388 | 14617 | 14229 | 388 |
Profit Streak | 80.1093 | 80.1093 | 298.1093 | 80.1093 | 80.1093 | 298.1093 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462419 | -22563 | -173736 | -289184 | -611097 | -95271 |
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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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