Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314777.3263 | 293074.9987 | 21702.3276 | -67225.4392 | -85240.6572 | 18015.2179 |
Total P&L (%) | 314.7773 | 293.075 | 21.7023 | -67.2254 | -85.2407 | 18.0152 |
Avg Daily Profit (%) | 0.1699 | 0.1582 | 0.0117 | -0.0602 | -0.1032 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157127 | -166138 | -7096 | -751773 | -763302 | -37862 |
Profit Factor | 1.7859 | 1.7843 | 1.8091 | 0.9471 | 0.9283 | 1.2219 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 63.4921 | 64.5161 | 62.5 | 63.4921 | 64.5161 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0269 | 0.9813 | 1.0855 | 0.5446 | 0.5106 | 0.7331 |
Largest Winning Trade | 339001 | 339001 | 5874 | 417959 | 417959 | 33321 |
Largest Losing Trade | -85924 | -85924 | -5595 | -512831 | -512831 | -37862 |
Avg Bars in Trades | 157 | 318 | 1 | 157 | 318 | 1 |
Avg Bars in Winners | 59 | 117 | 1 | 59 | 117 | 1 |
Avg Bars in Losers | 327 | 683 | 1 | 327 | 683 | 1 |
Bars Traded | 9919 | 9871 | 48 | 9919 | 9871 | 48 |
Profit Streak | 81.57 | 81.57 | 143.57 | 81.57 | 81.57 | 143.57 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138243 | 369712 | -177401 | -728662 | -578378 | -187937 |
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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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