Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592406.682 | 494476.1788 | 97930.5032 | 181262.4924 | 386445.3383 | -205182.8458 |
Total P&L (%) | 592.4067 | 494.4762 | 97.9305 | 181.2625 | 386.4453 | -205.1828 |
Avg Daily Profit (%) | 0.3172 | 0.2647 | 0.0524 | 0.0554 | 0.0847 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135392 | -91836 | -108880 | -972204 | -581691 | -491132 |
Profit Factor | 1.5731 | 2.3288 | 1.148 | 1.0557 | 1.301 | 0.8957 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 50.3356 | 50 | 50.6667 | 50.3356 | 50 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.5522 | 2.3288 | 1.1178 | 1.0417 | 1.301 | 0.8721 |
Largest Winning Trade | 103612 | 103612 | 63362 | 316465 | 316465 | 159044 |
Largest Losing Trade | -73039 | -42724 | -73039 | -246692 | -213184 | -246692 |
Avg Bars in Trades | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Winners | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Losers | 78 | 73 | 83 | 78 | 73 | 83 |
Bars Traded | 10961 | 5164 | 5798 | 10961 | 5164 | 5798 |
Profit Streak | 52.3801 | 52.3801 | 81.7135 | 52.3801 | 52.3801 | 81.7135 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495038 | -51285 | -236491 | -276327 | -143636 | -636687 |
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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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