Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561700.8057 | 445797.5965 | 115903.2091 | 48654.9372 | 49196.5117 | -541.5745 |
Total P&L (%) | 561.7008 | 445.7976 | 115.9032 | 48.6549 | 49.1965 | -0.5416 |
Avg Daily Profit (%) | 0.2456 | 0.1949 | 0.0507 | 0.0173 | 0.0175 | -0.0002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140711 | -76627 | -128314 | -1272500 | -591012 | -1277579 |
Profit Factor | 1.5239 | 1.8139 | 1.221 | 1.0083 | 1.0177 | 0.9998 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 59.0643 | 58.1395 | 60 | 59.0643 | 58.1395 | 60 |
Ratio Avg Win / Avg Loss | 1.0561 | 1.306 | 0.814 | 0.6988 | 0.7328 | 0.6666 |
Largest Winning Trade | 129443 | 129443 | 40293 | 289186 | 289186 | 283676 |
Largest Losing Trade | -82396 | -63402 | -82396 | -765503 | -273416 | -765503 |
Avg Bars in Trades | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 8938 | 4493 | 4445 | 8938 | 4493 | 4445 |
Profit Streak | 78.1657 | 91.4157 | 78.1657 | 78.1657 | 91.4157 | 78.1657 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482935 | 431968 | -125080 | -380681 | -371504 | -578566 |
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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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