Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307664.1789 | 78640.0147 | 229024.1643 | 123042.8361 | 179699.6859 | -56656.8498 |
Total P&L (%) | 307.6642 | 78.64 | 229.0242 | 123.0428 | 179.6997 | -56.6569 |
Avg Daily Profit (%) | 0.2061 | 0.0527 | 0.1534 | 0.0537 | 0.0689 | -0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256315 | -132397 | -147524 | -2411334 | -1510391 | -999520 |
Profit Factor | 1.4505 | 1.2096 | 1.7442 | 1.0336 | 1.0842 | 0.9629 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 47.2 | 40.3226 | 53.9683 | 47.2 | 40.3226 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.6225 | 1.7902 | 1.4877 | 1.1562 | 1.6047 | 0.8213 |
Largest Winning Trade | 143343 | 143343 | 58061 | 1408615 | 1408615 | 238137 |
Largest Losing Trade | -32247 | -23378 | -32247 | -364228 | -364228 | -337991 |
Avg Bars in Trades | 139 | 111 | 167 | 139 | 111 | 167 |
Avg Bars in Winners | 174 | 120 | 213 | 174 | 120 | 213 |
Avg Bars in Losers | 108 | 105 | 112 | 108 | 105 | 112 |
Bars Traded | 17449 | 6925 | 10524 | 17449 | 6925 | 10524 |
Profit Streak | 16.9452 | 0 | 26.6952 | 16.9452 | 0 | 26.6952 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345645 | -280152 | -136206 | -304897 | -385903 | -726402 |
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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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