Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287248.8294 | 200203.7382 | 87045.0913 | 9364.3864 | -529131.4672 | 538495.8537 |
Total P&L (%) | 287.2488 | 200.2037 | 87.0451 | 9.3644 | -529.1315 | 538.4959 |
Avg Daily Profit (%) | 0.151 | 0.1052 | 0.0457 | 0.0047 | 0 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150615 | -134466 | -24521 | -1004546 | -1206182 | -147508 |
Profit Factor | 1.3759 | 1.3181 | 1.6456 | 1.0023 | 0.8503 | 2.0761 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 63.8889 | 58.3333 | 69.4444 | 63.8889 | 58.3333 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.7777 | 0.9415 | 0.7241 | 0.5665 | 0.6074 | 0.9135 |
Largest Winning Trade | 89368 | 89368 | 17689 | 261861 | 261861 | 102771 |
Largest Losing Trade | -60476 | -60476 | -24521 | -672335 | -672335 | -147508 |
Avg Bars in Trades | 154 | 287 | 20 | 154 | 287 | 20 |
Avg Bars in Winners | 85 | 167 | 17 | 85 | 167 | 17 |
Avg Bars in Losers | 274 | 455 | 27 | 274 | 455 | 27 |
Bars Traded | 22178 | 20675 | 1503 | 22178 | 20675 | 1503 |
Profit Streak | 47.3378 | 0 | 66.1712 | 47.3378 | 0 | 66.1712 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317662 | -132081 | -207292 | -569210 | -658878 | -137060 |
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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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