Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343745.6249 | 326290.2067 | 17455.4182 | -86181.3297 | 154493.9977 | -240675.3274 |
Total P&L (%) | 343.7456 | 326.2902 | 17.4554 | -86.1813 | 154.494 | -240.6753 |
Avg Daily Profit (%) | 0.159 | 0.1509 | 0.0081 | -0.0915 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188559 | -134797 | -168740 | -504304 | -267974 | -283754 |
Profit Factor | 1.3583 | 1.9182 | 1.0289 | 0.9326 | 1.3246 | 0.7003 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 51.2195 | 47.541 | 54.8387 | 51.2195 | 47.541 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.2936 | 2.1167 | 0.8473 | 0.8882 | 1.4616 | 0.5767 |
Largest Winning Trade | 123056 | 123056 | 57909 | 178246 | 178246 | 73987 |
Largest Losing Trade | -82174 | -43404 | -82174 | -178012 | -95725 | -178012 |
Avg Bars in Trades | 68 | 59 | 77 | 68 | 59 | 77 |
Avg Bars in Winners | 73 | 55 | 89 | 73 | 55 | 89 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 8408 | 3606 | 4802 | 8408 | 3606 | 4802 |
Profit Streak | 42.4964 | 0 | 140.2464 | 42.4964 | 0 | 140.2464 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314882 | -151792 | -533200 | -579742 | -297582 | -732948 |
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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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