Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669515.0259 | 652659.3201 | 16855.7058 | 116218.5608 | 236073.647 | -119855.0862 |
Total P&L (%) | 669.515 | 652.6593 | 16.8557 | 116.2186 | 236.0736 | -119.8551 |
Avg Daily Profit (%) | 0.3563 | 0.3473 | 0.009 | 0.041 | 0.0645 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107207 | -76640 | -93097 | -156864 | -91911 | -137960 |
Profit Factor | 1.6952 | 2.2836 | 1.0371 | 1.1192 | 1.4904 | 0.7572 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 39.5522 | 32.8358 | 46.2687 | 39.5522 | 32.8358 | 46.2687 |
Ratio Avg Win / Avg Loss | 2.5908 | 4.6711 | 1.2044 | 1.7105 | 3.0486 | 0.8793 |
Largest Winning Trade | 314130 | 314130 | 46030 | 175514 | 175514 | 69131 |
Largest Losing Trade | -48957 | -30097 | -48957 | -66571 | -55510 | -66571 |
Avg Bars in Trades | 54 | 57 | 50 | 54 | 57 | 50 |
Avg Bars in Winners | 86 | 101 | 75 | 86 | 101 | 75 |
Avg Bars in Losers | 33 | 35 | 29 | 33 | 35 | 29 |
Bars Traded | 7255 | 3848 | 3407 | 7255 | 3848 | 3407 |
Profit Streak | 15.6333 | 0 | 15.8833 | 15.6333 | 0 | 15.8833 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340511 | -109988 | -487400 | -229492 | -228038 | -698608 |
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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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