Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134201.7729 | 81608.5372 | 52593.2357 | -5860.9296 | 158437.1968 | -164298.1263 |
Total P&L (%) | 134.2018 | 81.6085 | 52.5932 | -5.8609 | 158.4372 | -164.2981 |
Avg Daily Profit (%) | 0.5153 | 0.3134 | 0.202 | -0.0232 | 0.3653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86712 | -36328 | -86591 | -367819 | -39025 | -367303 |
Profit Factor | 1.5252 | 1.8431 | 1.3313 | 0.9913 | 2.1022 | 0.6901 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 73.7288 | 69.4915 | 77.9661 | 73.7288 | 69.4915 | 77.9661 |
Ratio Avg Win / Avg Loss | 0.5435 | 0.8092 | 0.3762 | 0.3532 | 0.9229 | 0.195 |
Largest Winning Trade | 18602 | 13343 | 18602 | 32746 | 32746 | 23224 |
Largest Losing Trade | -86591 | -31899 | -86591 | -367303 | -34143 | -367303 |
Avg Bars in Trades | 203 | 212 | 193 | 203 | 212 | 193 |
Avg Bars in Winners | 117 | 131 | 103 | 117 | 131 | 103 |
Avg Bars in Losers | 444 | 397 | 509 | 444 | 397 | 509 |
Bars Traded | 23960 | 12561 | 11399 | 23960 | 12561 | 11399 |
Profit Streak | 5.6192 | 5.6192 | 14.2129 | 5.6192 | 5.6192 | 14.2129 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488012 | -165535 | -168289 | -577331 | -164591 | -754153 |
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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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