Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240440.1924 | -11060.4181 | 251500.6105 | 84121.7106 | -202960.8765 | 287082.5871 |
Total P&L (%) | 240.4402 | -11.0604 | 251.5006 | 84.1217 | -202.9609 | 287.0826 |
Avg Daily Profit (%) | 0.1578 | -0.0073 | 0.165 | 0.0401 | 0 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92571 | -71703 | -72116 | -519232 | -254245 | -395595 |
Profit Factor | 1.3932 | 0.9702 | 2.0452 | 1.0468 | 0.7846 | 1.3359 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 58.1395 | 50.7692 | 65.625 | 58.1395 | 50.7692 | 65.625 |
Ratio Avg Win / Avg Loss | 1.0031 | 0.9408 | 1.0713 | 0.7537 | 0.7609 | 0.6997 |
Largest Winning Trade | 46915 | 46915 | 35409 | 146964 | 85403 | 146964 |
Largest Losing Trade | -59298 | -47660 | -59298 | -294608 | -114826 | -294608 |
Avg Bars in Trades | 67 | 51 | 83 | 67 | 51 | 83 |
Avg Bars in Winners | 60 | 51 | 68 | 60 | 51 | 68 |
Avg Bars in Losers | 76 | 52 | 111 | 76 | 52 | 111 |
Bars Traded | 8726 | 3378 | 5348 | 8726 | 3378 | 5348 |
Profit Streak | 50.1671 | 80.6671 | 50.1671 | 50.1671 | 80.6671 | 50.1671 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386148 | -710991 | -126491 | -307288 | -710991 | -212306 |
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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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