Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262854.0178 | 57297.4217 | 205556.5961 | 48378.8869 | 165412.6592 | -117033.7723 |
Total P&L (%) | 262.854 | 57.2974 | 205.5566 | 48.3789 | 165.4127 | -117.0338 |
Avg Daily Profit (%) | 0.2022 | 0.0441 | 0.1581 | 0.0304 | 0.0751 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85783 | -20314 | -87116 | -462068 | -38169 | -473682 |
Profit Factor | 1.5155 | 1.5061 | 1.5182 | 1.0358 | 1.8192 | 0.8981 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 57.8231 | 52.7027 | 63.0137 | 57.8231 | 52.7027 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.1054 | 1.3517 | 0.8911 | 0.7555 | 1.6326 | 0.5271 |
Largest Winning Trade | 39310 | 19729 | 39310 | 107480 | 90875 | 107480 |
Largest Losing Trade | -82435 | -9546 | -82435 | -440495 | -18512 | -440495 |
Avg Bars in Trades | 51 | 10 | 93 | 51 | 10 | 93 |
Avg Bars in Winners | 57 | 14 | 93 | 57 | 14 | 93 |
Avg Bars in Losers | 44 | 7 | 93 | 44 | 7 | 93 |
Bars Traded | 7642 | 798 | 6842 | 7642 | 798 | 6842 |
Profit Streak | 2.2317 | 2.3983 | 0 | 2.2317 | 2.3983 | 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 | 308902 | -199074 | -62979 | -337044 | -154729 | -650771 |
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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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