Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460644.6593 | 403552.1163 | 57092.543 | 116635.1448 | 414289.2957 | -297654.1509 |
Total P&L (%) | 460.6447 | 403.5521 | 57.0925 | 116.6351 | 414.2893 | -297.6542 |
Avg Daily Profit (%) | 0.2581 | 0.2261 | 0.032 | 0.0433 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131426 | -105313 | -80028 | -603689 | -257565 | -459105 |
Profit Factor | 1.5827 | 2.1628 | 1.1287 | 1.0582 | 1.5494 | 0.7619 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 41.4634 | 37.7049 | 45.1613 | 41.4634 | 37.7049 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2344 | 3.5733 | 1.3706 | 1.4939 | 2.5599 | 0.9252 |
Largest Winning Trade | 263693 | 263693 | 69051 | 194363 | 194363 | 109619 |
Largest Losing Trade | -57309 | -40935 | -57309 | -397930 | -121343 | -397930 |
Avg Bars in Trades | 85 | 80 | 89 | 85 | 80 | 89 |
Avg Bars in Winners | 140 | 143 | 138 | 140 | 143 | 138 |
Avg Bars in Losers | 45 | 42 | 49 | 45 | 42 | 49 |
Bars Traded | 10479 | 4920 | 5559 | 10479 | 4920 | 5559 |
Profit Streak | 15.3366 | 0 | 29.3366 | 15.3366 | 0 | 29.3366 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310698 | -154780 | -385439 | -293960 | -234412 | -736299 |
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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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