Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324600.2094 | 124971.145 | 199629.0644 | 115032.9638 | -188445.1579 | 303478.1216 |
Total P&L (%) | 324.6002 | 124.9711 | 199.6291 | 115.033 | -188.4452 | 303.4781 |
Avg Daily Profit (%) | 0.2118 | 0.0815 | 0.1302 | 0.05 | 0 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133288 | -99004 | -128456 | -505489 | -372185 | -416832 |
Profit Factor | 1.4496 | 1.3142 | 1.6157 | 1.0476 | 0.8619 | 1.2891 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 51.7241 | 47.1264 | 56.3218 | 51.7241 | 47.1264 | 56.3218 |
Ratio Avg Win / Avg Loss | 1.353 | 1.4745 | 1.253 | 0.9778 | 0.9671 | 0.9997 |
Largest Winning Trade | 163680 | 163680 | 38845 | 163680 | 163680 | 121228 |
Largest Losing Trade | -60054 | -60054 | -50485 | -216117 | -216117 | -126072 |
Avg Bars in Trades | 26 | 32 | 19 | 26 | 32 | 19 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 33 | 43 | 21 | 33 | 43 | 21 |
Bars Traded | 4551 | 2837 | 1713 | 4551 | 2837 | 1713 |
Profit Streak | 11.0233 | 0 | 12.3567 | 11.0233 | 0 | 12.3567 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387846 | -85357 | -15799 | -293921 | -582217 | -71653 |
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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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