Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378665.2142 | 290067.2079 | 88598.0063 | 120188.1674 | -227591.3572 | 347779.5246 |
Total P&L (%) | 378.6652 | 290.0672 | 88.598 | 120.1882 | -227.5914 | 347.7795 |
Avg Daily Profit (%) | 0.1744 | 0.1336 | 0.0408 | 0.0364 | 0 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117869 | -119327 | -14245 | -2043976 | -2090045 | -111788 |
Profit Factor | 1.7768 | 1.6888 | 2.3363 | 1.0305 | 0.936 | 1.8959 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Profitability (%) | 72.4409 | 77.7778 | 67.1875 | 72.4409 | 77.7778 | 67.1875 |
Ratio Avg Win / Avg Loss | 0.676 | 0.4825 | 1.141 | 0.392 | 0.2674 | 0.9259 |
Largest Winning Trade | 48609 | 48609 | 9805 | 490810 | 490810 | 96438 |
Largest Losing Trade | -84322 | -84322 | -10853 | -1364711 | -1364711 | -111788 |
Avg Bars in Trades | 93 | 185 | 3 | 93 | 185 | 3 |
Avg Bars in Winners | 39 | 71 | 2 | 39 | 71 | 2 |
Avg Bars in Losers | 237 | 585 | 6 | 237 | 585 | 6 |
Bars Traded | 11920 | 11687 | 233 | 11920 | 11687 | 233 |
Profit Streak | 84.2046 | 84.2046 | 196.5379 | 84.2046 | 84.2046 | 196.5379 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457011 | -156329 | -270283 | -328296 | -722896 | -235104 |
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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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