Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305823.6646 | 306627.53 | -803.8654 | -28403.0863 | -125874.4175 | 97471.3313 |
Total P&L (%) | 305.8237 | 306.6275 | -0.8039 | -28.4031 | -125.8744 | 97.4713 |
Avg Daily Profit (%) | 0.189 | 0.1895 | -0.0005 | -0.0206 | 0 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162958 | -183121 | -43455 | -928005 | -962324 | -169213 |
Profit Factor | 1.4387 | 1.6605 | 0.9965 | 0.9863 | 0.9204 | 1.2008 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 60 | 64.5161 | 55.5556 | 60 | 64.5161 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.9591 | 0.9133 | 0.7972 | 0.6575 | 0.5062 | 0.9607 |
Largest Winning Trade | 94397 | 94397 | 25651 | 417529 | 417529 | 82677 |
Largest Losing Trade | -70586 | -70586 | -20074 | -490572 | -490572 | -75312 |
Avg Bars in Trades | 151 | 278 | 26 | 151 | 278 | 26 |
Avg Bars in Winners | 83 | 135 | 23 | 83 | 135 | 23 |
Avg Bars in Losers | 253 | 537 | 30 | 253 | 537 | 30 |
Bars Traded | 18923 | 17245 | 1678 | 18923 | 17245 | 1678 |
Profit Streak | 491.6507 | 494.0674 | 491.6507 | 491.6507 | 494.0674 | 491.6507 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337679 | -143815 | -725876 | -578189 | -732492 | -284010 |
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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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