Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482369.8616 | 535001.2594 | -52631.3978 | 67973.6258 | 586899.0967 | -518925.4709 |
Total P&L (%) | 482.3699 | 535.0013 | -52.6314 | 67.9736 | 586.8991 | -518.9255 |
Avg Daily Profit (%) | 0.2139 | 0.2372 | -0.0233 | 0.023 | 0.0855 | 0 |
Buy And Hold Return (%) | 200 | 200 | 200 | 200 | 200 | 200 |
Max Trade Drawdown | -171092 | -90876 | -263482 | -294332 | -151745 | -663869 |
Profit Factor | 1.4204 | 2.1623 | 0.9234 | 1.0396 | 2.0311 | 0.5485 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 48.2759 | 51.7241 | 44.8276 | 48.2759 | 51.7241 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.5219 | 2.0182 | 1.1365 | 1.1138 | 1.8957 | 0.6751 |
Largest Winning Trade | 100090 | 100090 | 50851 | 105131 | 105131 | 82207 |
Largest Losing Trade | -65751 | -33303 | -65751 | -209410 | -58867 | -209410 |
Avg Bars in Trades | 24 | 16 | 33 | 24 | 16 | 33 |
Avg Bars in Winners | 29 | 16 | 44 | 29 | 16 | 44 |
Avg Bars in Losers | 20 | 15 | 23 | 20 | 15 | 23 |
Bars Traded | 4281 | 1392 | 2888 | 4281 | 1392 | 2888 |
Profit Streak | 55.4765 | 0 | 139.4765 | 55.4765 | 0 | 139.4765 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237884 | 332960 | -580093 | -503862 | -77554 | -581759 |
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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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