Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370216.5379 | 317959.0297 | 52257.5082 | 4095.6539 | 148726.8417 | -144631.1877 |
Total P&L (%) | 370.2165 | 317.959 | 52.2575 | 4.0957 | 148.7268 | -144.6312 |
Avg Daily Profit (%) | 0.2961 | 0.2543 | 0.0418 | 0.0032 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99161 | -54814 | -128129 | -181235 | -48934 | -198022 |
Profit Factor | 1.626 | 2.499 | 1.1378 | 1.0106 | 2.4853 | 0.4937 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 66.4234 | 61.7647 | 71.0145 | 66.4234 | 61.7647 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.822 | 1.547 | 0.4644 | 0.5109 | 1.5385 | 0.2015 |
Largest Winning Trade | 84833 | 84833 | 36726 | 87208 | 87208 | 16592 |
Largest Losing Trade | -91423 | -51441 | -91423 | -173712 | -47393 | -173712 |
Avg Bars in Trades | 52 | 72 | 31 | 52 | 72 | 31 |
Avg Bars in Winners | 40 | 61 | 23 | 40 | 61 | 23 |
Avg Bars in Losers | 74 | 91 | 52 | 74 | 91 | 52 |
Bars Traded | 7124 | 4932 | 2192 | 7124 | 4932 | 2192 |
Profit Streak | 1.7243 | 0 | 4.0576 | 1.7243 | 0 | 4.0576 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320929 | -94807 | -308013 | -564648 | -198535 | -679900 |
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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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