Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258933.5415 | 200186.9613 | 58746.5802 | -22330.5575 | 518604.6622 | -540935.2197 |
Total P&L (%) | 258.9335 | 200.187 | 58.7466 | -22.3306 | 518.6047 | -540.9352 |
Avg Daily Profit (%) | 0.2486 | 0.1922 | 0.0564 | -0.0243 | 0.1751 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135304 | -58970 | -116909 | -611894 | -89098 | -697075 |
Profit Factor | 1.3916 | 1.8759 | 1.1358 | 0.9858 | 2.5486 | 0.5637 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Losing Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Profitability (%) | 53.3333 | 57.7778 | 48.8889 | 53.3333 | 57.7778 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.2176 | 1.3708 | 1.1874 | 0.8626 | 1.8624 | 0.5893 |
Largest Winning Trade | 107979 | 107979 | 50885 | 134299 | 134299 | 80919 |
Largest Losing Trade | -90261 | -18373 | -90261 | -587662 | -27968 | -587662 |
Avg Bars in Trades | 137 | 48 | 226 | 137 | 48 | 226 |
Avg Bars in Winners | 191 | 53 | 354 | 191 | 53 | 354 |
Avg Bars in Losers | 75 | 41 | 103 | 75 | 41 | 103 |
Bars Traded | 24737 | 4373 | 20364 | 24737 | 4373 | 20364 |
Profit Streak | 12.6656 | 0 | 13.7072 | 12.6656 | 0 | 13.7072 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384046 | 385138 | -189680 | -578789 | 481620 | -580923 |
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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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