Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156852.8691 | 116787.8364 | 40065.0327 | 65815.0716 | -53366.9532 | 119182.0248 |
Total P&L (%) | 156.8529 | 116.7878 | 40.065 | 65.8151 | -53.367 | 119.182 |
Avg Daily Profit (%) | 0.1506 | 0.1121 | 0.0385 | 0.0486 | -0.0732 | 0.0754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126318 | -107766 | -18588 | -541285 | -494641 | -66105 |
Profit Factor | 1.4028 | 1.4062 | 1.3932 | 1.0502 | 0.9488 | 1.4419 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 47.191 | 47.7273 | 46.6667 | 47.191 | 47.7273 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5698 | 1.5401 | 1.5923 | 1.1752 | 1.0392 | 1.6479 |
Largest Winning Trade | 89128 | 89128 | 25863 | 294493 | 294493 | 79349 |
Largest Losing Trade | -39476 | -39476 | -13701 | -208436 | -208436 | -61943 |
Avg Bars in Trades | 273 | 491 | 59 | 273 | 491 | 59 |
Avg Bars in Winners | 258 | 436 | 79 | 258 | 436 | 79 |
Avg Bars in Losers | 286 | 542 | 41 | 286 | 542 | 41 |
Bars Traded | 24303 | 21647 | 2656 | 24303 | 21647 | 2656 |
Profit Streak | 10.11 | 0 | 15.485 | 10.11 | 0 | 15.485 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317809 | -42299 | -142623 | -293886 | -579936 | -90909 |
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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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