Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496653.6004 | 360574.2786 | 136079.3218 | -238769.8989 | 38703.4145 | -277473.3134 |
Total P&L (%) | 496.6536 | 360.5743 | 136.0793 | -238.7699 | 38.7034 | -277.4733 |
Avg Daily Profit (%) | 0.2296 | 0.1667 | 0.0629 | 0 | 0.0151 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107008 | -73000 | -175711 | -425587 | -150066 | -374774 |
Profit Factor | 1.5619 | 1.9734 | 1.265 | 0.7917 | 1.0878 | 0.6068 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 96 | 45 | 51 | 68 | 40 | 28 |
Losing Trades | 60 | 33 | 27 | 88 | 38 | 50 |
Profitability (%) | 61.5385 | 57.6923 | 65.3846 | 43.5897 | 51.2821 | 35.8974 |
Ratio Avg Win / Avg Loss | 0.9762 | 1.4472 | 0.6697 | 1.0246 | 1.0334 | 1.0835 |
Largest Winning Trade | 69940 | 69940 | 46095 | 81906 | 66964 | 81906 |
Largest Losing Trade | -107008 | -50347 | -107008 | -141741 | -50005 | -141741 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 29 | 30 | 29 | 46 | 42 | 51 |
Avg Bars in Losers | 55 | 50 | 62 | 34 | 34 | 35 |
Bars Traded | 6219 | 3023 | 3195 | 6219 | 3023 | 3195 |
Profit Streak | 28.5116 | 32.5116 | 28.5116 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403686 | -22667 | -142352 | -580786 | -333188 | -619053 |
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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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