Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361658.5174 | 286527.702 | 75130.8154 | 12382.3672 | 401258.1126 | -388875.7454 |
Total P&L (%) | 361.6585 | 286.5277 | 75.1308 | 12.3824 | 401.2581 | -388.8757 |
Avg Daily Profit (%) | 0.1642 | 0.1301 | 0.0341 | 0.0053 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161921 | -68346 | -135101 | -799212 | -236175 | -783271 |
Profit Factor | 1.4205 | 1.8509 | 1.1435 | 1.0042 | 1.3799 | 0.7922 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 54.1667 | 54.1667 | 54.1667 | 54.1667 | 54.1667 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2019 | 1.5661 | 0.9676 | 0.8497 | 1.1676 | 0.6703 |
Largest Winning Trade | 71759 | 71759 | 51827 | 185042 | 185042 | 183108 |
Largest Losing Trade | -83067 | -34022 | -83067 | -683291 | -126361 | -683291 |
Avg Bars in Trades | 28 | 17 | 40 | 28 | 17 | 40 |
Avg Bars in Winners | 30 | 16 | 43 | 30 | 16 | 43 |
Avg Bars in Losers | 27 | 18 | 36 | 27 | 18 | 36 |
Bars Traded | 4168 | 1272 | 2896 | 4168 | 1272 | 2896 |
Profit Streak | 33.6229 | 33.6229 | 60.6229 | 33.6229 | 33.6229 | 60.6229 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371811 | -93697 | -288878 | -492749 | -172459 | -658025 |
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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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