Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307510.7931 | 251476.7358 | 56034.0573 | -118468.6527 | 22578.4284 | -141047.0811 |
Total P&L (%) | 307.5108 | 251.4767 | 56.0341 | -118.4687 | 22.5784 | -141.0471 |
Avg Daily Profit (%) | 0.2457 | 0.2009 | 0.0448 | 0 | 0.0163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141320 | -81768 | -118646 | -178778 | -41729 | -200334 |
Profit Factor | 1.3939 | 1.8435 | 1.1161 | 0.7155 | 1.1966 | 0.5322 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 87 | 42 | 45 | 61 | 30 | 31 |
Losing Trades | 50 | 26 | 24 | 76 | 38 | 38 |
Profitability (%) | 63.5037 | 61.7647 | 65.2174 | 44.5255 | 44.1176 | 44.9275 |
Ratio Avg Win / Avg Loss | 0.8011 | 1.1412 | 0.5953 | 0.8914 | 1.5157 | 0.6523 |
Largest Winning Trade | 66880 | 66880 | 36688 | 56824 | 56824 | 17817 |
Largest Losing Trade | -106903 | -35053 | -106903 | -132176 | -41729 | -132176 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 14 | 15 | 13 | 20 | 21 | 20 |
Avg Bars in Losers | 24 | 23 | 25 | 16 | 15 | 16 |
Bars Traded | 2476 | 1240 | 1237 | 2476 | 1240 | 1237 |
Profit Streak | 9.9137 | 0 | 22.9137 | 0 | 32.4137 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362072 | -97361 | -327402 | -582266 | -290387 | -684430 |
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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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