Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393798.3379 | 363931.8062 | 29866.5317 | -36882.9361 | 221126.8107 | -258009.7469 |
Total P&L (%) | 393.7983 | 363.9318 | 29.8665 | -36.8829 | 221.1268 | -258.0097 |
Avg Daily Profit (%) | 0.2121 | 0.196 | 0.0161 | -0.0248 | 0.0629 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -275737 | -120168 | -233489 | -268109 | -84059 | -291654 |
Profit Factor | 1.3971 | 1.9457 | 1.0492 | 0.9347 | 2.5339 | 0.3872 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Profitability (%) | 59.0062 | 62.963 | 55 | 59.0062 | 62.963 | 55 |
Ratio Avg Win / Avg Loss | 0.9706 | 1.1445 | 0.8584 | 0.6494 | 1.4906 | 0.3168 |
Largest Winning Trade | 172533 | 172533 | 65122 | 172923 | 172923 | 33102 |
Largest Losing Trade | -64253 | -64253 | -62058 | -107219 | -43538 | -107219 |
Avg Bars in Trades | 22 | 16 | 27 | 22 | 16 | 27 |
Avg Bars in Winners | 19 | 14 | 26 | 19 | 14 | 26 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 3551 | 1327 | 2224 | 3551 | 1327 | 2224 |
Profit Streak | 12.5026 | 62.0026 | 0 | 12.5026 | 62.0026 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347019 | 36318 | -361077 | -577873 | -114433 | -599310 |
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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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