Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396304.6091 | 250368.6563 | 145935.9528 | -78484.6209 | 38279.0216 | -116763.6425 |
Total P&L (%) | 396.3046 | 250.3687 | 145.936 | -78.4846 | 38.279 | -116.7636 |
Avg Daily Profit (%) | 0.2082 | 0.1315 | 0.0767 | -0.0807 | 0.017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144986 | -95642 | -134542 | -861224 | -579262 | -491712 |
Profit Factor | 1.3958 | 1.5492 | 1.2675 | 0.9763 | 1.0239 | 0.9319 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 68.6747 | 63.8554 | 73.494 | 68.6747 | 63.8554 | 73.494 |
Ratio Avg Win / Avg Loss | 0.6367 | 0.8769 | 0.4571 | 0.4453 | 0.5796 | 0.3361 |
Largest Winning Trade | 61243 | 61243 | 37834 | 121510 | 121510 | 114331 |
Largest Losing Trade | -94652 | -54334 | -94652 | -357411 | -201040 | -357411 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 7403 | 3349 | 4054 | 7403 | 3349 | 4054 |
Profit Streak | 49.5252 | 49.5252 | 65.0252 | 49.5252 | 49.5252 | 65.0252 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417130 | -14309 | -87920 | -575884 | -365229 | -576346 |
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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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