Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409654.7854 | 330647.6754 | 79007.11 | -1553496.4334 | -254883.2577 | -1298613.1757 |
Total P&L (%) | 409.6548 | 330.6477 | 79.0071 | -1553.4964 | -254.8833 | -1298.6132 |
Avg Daily Profit (%) | 0.1889 | 0.1525 | 0.0364 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307288 | -83316 | -307293 | -1707124 | -667884 | -1361286 |
Profit Factor | 1.4694 | 1.8686 | 1.1606 | 0.653 | 0.8753 | 0.4663 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 86 | 44 | 42 | 58 | 30 | 28 |
Losing Trades | 52 | 25 | 27 | 80 | 39 | 41 |
Profitability (%) | 62.3188 | 63.7681 | 60.8696 | 42.029 | 43.4783 | 40.5797 |
Ratio Avg Win / Avg Loss | 0.8885 | 1.0617 | 0.7461 | 0.9007 | 1.1379 | 0.6828 |
Largest Winning Trade | 75604 | 75604 | 37190 | 252138 | 252138 | 147119 |
Largest Losing Trade | -175886 | -47412 | -175886 | -222368 | -184637 | -222368 |
Avg Bars in Trades | 91 | 97 | 86 | 91 | 97 | 86 |
Avg Bars in Winners | 72 | 73 | 71 | 109 | 119 | 99 |
Avg Bars in Losers | 124 | 139 | 109 | 78 | 80 | 76 |
Bars Traded | 12661 | 6725 | 5936 | 12661 | 6725 | 5936 |
Profit Streak | 18.8812 | 0 | 115.7145 | 0 | 78.8812 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342049 | -90245 | -288692 | -583512 | -682642 | -686399 |
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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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