Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327663.5619 | 228290.3584 | 99373.2035 | 84650.1501 | -500558.0072 | 585208.1573 |
Total P&L (%) | 327.6636 | 228.2904 | 99.3732 | 84.6502 | -500.558 | 585.2082 |
Avg Daily Profit (%) | 0.1708 | 0.119 | 0.0518 | 0.032 | 0 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144025 | -120520 | -53896 | -1283057 | -1414625 | -372416 |
Profit Factor | 1.5175 | 1.4823 | 1.6217 | 1.0194 | 0.8625 | 1.8089 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 76.8707 | 79.4521 | 74.3243 | 76.8707 | 79.4521 | 74.3243 |
Ratio Avg Win / Avg Loss | 0.4566 | 0.3833 | 0.5602 | 0.3067 | 0.2231 | 0.6249 |
Largest Winning Trade | 43658 | 43658 | 20607 | 205304 | 205304 | 142483 |
Largest Losing Trade | -71165 | -71165 | -39312 | -903194 | -903194 | -335312 |
Avg Bars in Trades | 38 | 71 | 6 | 38 | 71 | 6 |
Avg Bars in Winners | 11 | 20 | 3 | 11 | 20 | 3 |
Avg Bars in Losers | 127 | 268 | 15 | 127 | 268 | 15 |
Bars Traded | 5674 | 5198 | 476 | 5674 | 5198 | 476 |
Profit Streak | 4.1082 | 56.7748 | 4.1082 | 4.1082 | 56.7748 | 4.1082 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417948 | -101511 | -184325 | -346546 | -647659 | -118795 |
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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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