Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313816.0238 | 283615.7753 | 30200.2485 | 40759.4296 | 109299.325 | -68539.8954 |
Total P&L (%) | 313.816 | 283.6158 | 30.2002 | 40.7594 | 109.2993 | -68.5399 |
Avg Daily Profit (%) | 0.3013 | 0.2723 | 0.029 | 0.0328 | 0.0709 | -0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89751 | -98250 | -96269 | -188767 | -167949 | -184588 |
Profit Factor | 1.5402 | 1.9292 | 1.1095 | 1.0492 | 1.2663 | 0.8363 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 42.3729 | 37.2881 | 47.4576 | 42.3729 | 37.2881 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.0946 | 3.2446 | 1.2284 | 1.4269 | 2.1297 | 0.9259 |
Largest Winning Trade | 303737 | 303737 | 29164 | 212206 | 212206 | 39576 |
Largest Losing Trade | -33175 | -20820 | -33175 | -64563 | -31864 | -64563 |
Avg Bars in Trades | 208 | 194 | 222 | 208 | 194 | 222 |
Avg Bars in Winners | 309 | 288 | 325 | 309 | 288 | 325 |
Avg Bars in Losers | 134 | 138 | 130 | 134 | 138 | 130 |
Bars Traded | 24616 | 11469 | 13147 | 24616 | 11469 | 13147 |
Profit Streak | 18.7319 | 29.5236 | 0 | 18.7319 | 29.5236 | 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 | 326068 | -169459 | -434961 | -319735 | -278601 | -758447 |
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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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