Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501223.8395 | 430344.3439 | 70879.4956 | 296051.542 | -155364.386 | 451415.9279 |
Total P&L (%) | 501.2238 | 430.3443 | 70.8795 | 296.0515 | -155.3644 | 451.4159 |
Avg Daily Profit (%) | 0.2537 | 0.2178 | 0.0359 | 0.0697 | 0 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192867 | -198418 | -17893 | -2245900 | -2310931 | -247396 |
Profit Factor | 1.8028 | 1.8295 | 1.672 | 1.062 | 0.9618 | 1.638 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 51.7007 | 46.5753 | 56.7568 | 51.7007 | 46.5753 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.6842 | 2.0985 | 1.2739 | 0.9922 | 1.1032 | 1.248 |
Largest Winning Trade | 210731 | 210731 | 15484 | 1097140 | 1097140 | 223583 |
Largest Losing Trade | -71391 | -71391 | -12206 | -1189883 | -1189883 | -203649 |
Avg Bars in Trades | 77 | 151 | 5 | 77 | 151 | 5 |
Avg Bars in Winners | 88 | 190 | 5 | 88 | 190 | 5 |
Avg Bars in Losers | 66 | 117 | 4 | 66 | 117 | 4 |
Bars Traded | 11442 | 11054 | 388 | 11442 | 11054 | 388 |
Profit Streak | 501.1447 | 502.478 | 501.1447 | 501.1447 | 502.478 | 501.1447 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485483 | -61461 | -205366 | -252284 | -651817 | -138004 |
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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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