Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319488.6784 | 242763.5123 | 76725.166 | 11061.441 | -119546.9041 | 130608.3451 |
Total P&L (%) | 319.4887 | 242.7635 | 76.7252 | 11.0614 | -119.5469 | 130.6083 |
Avg Daily Profit (%) | 0.1651 | 0.1255 | 0.0397 | 0.0054 | 0 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156855 | -177547 | -26643 | -425309 | -453607 | -58944 |
Profit Factor | 1.4746 | 1.4178 | 1.8324 | 1.0079 | 0.9017 | 1.6932 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 49.2424 | 39.3939 | 59.0909 | 49.2424 | 39.3939 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.5199 | 2.1812 | 1.2686 | 1.0389 | 1.3872 | 1.1722 |
Largest Winning Trade | 195546 | 195546 | 19115 | 194741 | 194741 | 76937 |
Largest Losing Trade | -45563 | -45563 | -11273 | -185824 | -185824 | -29231 |
Avg Bars in Trades | 86 | 166 | 5 | 86 | 166 | 5 |
Avg Bars in Winners | 103 | 250 | 6 | 103 | 250 | 6 |
Avg Bars in Losers | 69 | 112 | 5 | 69 | 112 | 5 |
Bars Traded | 11404 | 11009 | 395 | 11404 | 11009 | 395 |
Profit Streak | 0 | 0 | 157.9641 | 0 | 0 | 157.9641 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347033 | -152195 | -259719 | -530138 | -707694 | -255269 |
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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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