Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354309.4304 | 258801.677 | 95507.7533 | 115195.7008 | 240938.7321 | -125743.0312 |
Total P&L (%) | 354.3094 | 258.8017 | 95.5078 | 115.1957 | 240.9387 | -125.743 |
Avg Daily Profit (%) | 0.1628 | 0.1189 | 0.0439 | 0.0352 | 0.0564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215043 | -173859 | -94737 | -674514 | -473055 | -339670 |
Profit Factor | 1.3043 | 1.4401 | 1.1657 | 1.0404 | 1.1683 | 0.9113 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 47.5096 | 42.3077 | 52.6718 | 47.5096 | 42.3077 | 52.6718 |
Ratio Avg Win / Avg Loss | 1.441 | 1.9638 | 1.0474 | 1.1495 | 1.5931 | 0.8188 |
Largest Winning Trade | 71088 | 71088 | 49093 | 212037 | 212037 | 133376 |
Largest Losing Trade | -50281 | -37924 | -50281 | -194292 | -132129 | -194292 |
Avg Bars in Trades | 49 | 42 | 55 | 49 | 42 | 55 |
Avg Bars in Winners | 55 | 48 | 60 | 55 | 48 | 60 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 12884 | 5562 | 7322 | 12884 | 5562 | 7322 |
Profit Streak | 23.0387 | 0 | 42.3721 | 23.0387 | 0 | 42.3721 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300824 | -35449 | -171005 | -320959 | -155173 | -579215 |
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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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