Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445722.7166 | 382212.487 | 63510.2296 | 427791.1821 | 827751.7608 | -399960.5787 |
Total P&L (%) | 445.7227 | 382.2125 | 63.5102 | 427.7912 | 827.7518 | -399.9606 |
Avg Daily Profit (%) | 0.214 | 0.1835 | 0.0305 | 0.0799 | 0.107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89876 | -57578 | -107805 | -933319 | -509321 | -782607 |
Profit Factor | 1.6209 | 2.1871 | 1.1604 | 1.0888 | 1.3735 | 0.8462 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 42.9688 | 43.75 | 42.1875 | 42.9688 | 43.75 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.1514 | 2.8119 | 1.5902 | 1.4452 | 1.7659 | 1.1596 |
Largest Winning Trade | 93793 | 93793 | 63150 | 400816 | 400816 | 234772 |
Largest Losing Trade | -52029 | -22738 | -52029 | -290266 | -178972 | -290266 |
Avg Bars in Trades | 189 | 163 | 216 | 189 | 163 | 216 |
Avg Bars in Winners | 307 | 264 | 351 | 307 | 264 | 351 |
Avg Bars in Losers | 101 | 84 | 117 | 101 | 84 | 117 |
Bars Traded | 24289 | 10450 | 13839 | 24289 | 10450 | 13839 |
Profit Streak | 43.8405 | 111.9238 | 0 | 43.8405 | 111.9238 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322834 | -128894 | -338032 | -210963 | -188627 | -721607 |
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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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