Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478055.9215 | 269732.5559 | 208323.3657 | 175383.3545 | -163218.1024 | 338601.457 |
Total P&L (%) | 478.0559 | 269.7326 | 208.3234 | 175.3834 | -163.2181 | 338.6015 |
Avg Daily Profit (%) | 0.2505 | 0.1414 | 0.1092 | 0.0531 | 0 | 0.0775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191750 | -132356 | -102359 | -3115552 | -1754339 | -1748441 |
Profit Factor | 1.5144 | 1.6275 | 1.417 | 1.0175 | 0.9675 | 1.0676 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 65.1899 | 60.7595 | 69.6203 | 65.1899 | 60.7595 | 69.6203 |
Ratio Avg Win / Avg Loss | 0.8086 | 1.0511 | 0.6183 | 0.5433 | 0.6248 | 0.4659 |
Largest Winning Trade | 64483 | 64483 | 34173 | 534973 | 518494 | 534973 |
Largest Losing Trade | -79960 | -50551 | -79960 | -766028 | -716493 | -766028 |
Avg Bars in Trades | 70 | 61 | 80 | 70 | 61 | 80 |
Avg Bars in Winners | 56 | 45 | 66 | 56 | 45 | 66 |
Avg Bars in Losers | 97 | 85 | 113 | 97 | 85 | 113 |
Bars Traded | 11201 | 4826 | 6375 | 11201 | 4826 | 6375 |
Profit Streak | 30.1844 | 30.1844 | 40.3511 | 30.1844 | 30.1844 | 40.3511 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434818 | -26643 | -70818 | -320667 | -605061 | -259978 |
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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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