Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569274.7772 | 554575.3577 | 14699.4196 | -117195.0959 | -30205.2234 | -86989.8725 |
Total P&L (%) | 569.2748 | 554.5754 | 14.6994 | -117.1951 | -30.2052 | -86.9899 |
Avg Daily Profit (%) | 0.305 | 0.2971 | 0.0079 | 0 | -0.0193 | -0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240403 | -114349 | -199713 | -48285 | -30661 | -22902 |
Profit Factor | 1.5858 | 2.2873 | 1.0272 | 0.4335 | 0.5132 | 0.3994 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 74 | 36 | 38 | 56 | 29 | 27 |
Losing Trades | 57 | 29 | 28 | 75 | 36 | 39 |
Profitability (%) | 56.4886 | 55.3846 | 57.5758 | 42.7481 | 44.6154 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.2215 | 1.8426 | 0.7569 | 0.5806 | 0.637 | 0.5769 |
Largest Winning Trade | 173887 | 173887 | 44413 | 18567 | 6410 | 18567 |
Largest Losing Trade | -102747 | -43543 | -102747 | -102747 | -10752 | -102747 |
Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Winners | 47 | 50 | 44 | 60 | 66 | 53 |
Avg Bars in Losers | 60 | 66 | 54 | 48 | 50 | 45 |
Bars Traded | 6998 | 3766 | 3232 | 6998 | 3766 | 3232 |
Profit Streak | 135.7137 | 189.7137 | 135.7137 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482463 | -116348 | -516034 | -583251 | -714830 | -708771 |
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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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