Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263999.9291 | 27805.5059 | 236194.4233 | -11218.5212 | -179575.0663 | 168356.5451 |
Total P&L (%) | 263.9999 | 27.8055 | 236.1944 | -11.2185 | -179.5751 | 168.3565 |
Avg Daily Profit (%) | 0.1732 | 0.0182 | 0.155 | -0.0078 | 0 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174963 | -82896 | -137987 | -431349 | -303365 | -334680 |
Profit Factor | 1.4472 | 1.1693 | 1.5544 | 0.9913 | 0.5957 | 1.1997 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 58.9928 | 58.5714 | 59.4203 | 58.9928 | 58.5714 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.006 | 0.827 | 1.0615 | 0.6891 | 0.4213 | 0.8193 |
Largest Winning Trade | 59028 | 24956 | 59028 | 168725 | 69254 | 168725 |
Largest Losing Trade | -85054 | -18627 | -85054 | -148608 | -69598 | -148608 |
Avg Bars in Trades | 63 | 8 | 119 | 63 | 8 | 119 |
Avg Bars in Winners | 55 | 6 | 103 | 55 | 6 | 103 |
Avg Bars in Losers | 75 | 10 | 142 | 75 | 10 | 142 |
Bars Traded | 8839 | 597 | 8242 | 8839 | 597 | 8242 |
Profit Streak | 7.2378 | 13.4044 | 0 | 7.2378 | 13.4044 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381271 | -299990 | -91584 | -578562 | -672965 | -209410 |
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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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