Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500104.7785 | 411427.8907 | 88676.8878 | 272649.7624 | 872305.7002 | -599655.9378 |
Total P&L (%) | 500.1048 | 411.4279 | 88.6769 | 272.6498 | 872.3057 | -599.6559 |
Avg Daily Profit (%) | 0.2281 | 0.1877 | 0.0404 | 0.06 | 0.1038 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166677 | -134067 | -150835 | -1303151 | -369906 | -1368705 |
Profit Factor | 1.5222 | 1.7655 | 1.211 | 1.0626 | 1.4509 | 0.7521 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 48.4043 | 45.7447 | 51.0638 | 48.4043 | 45.7447 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.6226 | 2.094 | 1.1605 | 1.1327 | 1.7209 | 0.7208 |
Largest Winning Trade | 167356 | 167356 | 57797 | 370636 | 370636 | 344170 |
Largest Losing Trade | -56969 | -30806 | -56969 | -633572 | -291982 | -633572 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 47 | 46 | 49 | 47 | 46 | 49 |
Avg Bars in Losers | 42 | 52 | 32 | 42 | 52 | 32 |
Bars Traded | 8529 | 4658 | 3870 | 8529 | 4658 | 3870 |
Profit Streak | 61.9967 | 0 | 67.7467 | 61.9967 | 0 | 67.7467 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423150 | 320587 | -138945 | -263497 | -53838 | -580384 |
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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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