Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66207.0416 | 17429.8153 | 48777.2263 | -4528.9701 | 39522.2837 | -44051.2538 |
Total P&L (%) | 66.207 | 17.4298 | 48.7772 | -4.529 | 39.5223 | -44.0513 |
Avg Daily Profit (%) | 0.2542 | 0.0669 | 0.1873 | -0.0178 | 0.128 | -0.2228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73550 | -9949 | -78310 | -211449 | -16472 | -222225 |
Profit Factor | 1.2551 | 1.2836 | 1.2462 | 0.9916 | 1.3943 | 0.8994 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 52.5714 | 51.1364 | 54.023 | 52.5714 | 51.1364 | 54.023 |
Ratio Avg Win / Avg Loss | 1.1323 | 1.2266 | 1.0606 | 0.8946 | 1.3323 | 0.7654 |
Largest Winning Trade | 26488 | 8915 | 26488 | 30302 | 14133 | 30302 |
Largest Losing Trade | -69824 | -6571 | -69824 | -183342 | -9901 | -183342 |
Avg Bars in Trades | 135 | 18 | 253 | 135 | 18 | 253 |
Avg Bars in Winners | 132 | 21 | 237 | 132 | 21 | 237 |
Avg Bars in Losers | 139 | 15 | 272 | 139 | 15 | 272 |
Bars Traded | 23744 | 1670 | 22074 | 23744 | 1670 | 22074 |
Profit Streak | 7.0754 | 7.0754 | 7.4087 | 7.0754 | 7.0754 | 7.4087 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311296 | -112790 | 191155 | -579771 | -24386 | -581293 |
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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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