Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360688.6745 | 281328.9752 | 79359.6993 | 238296.0768 | 538771.5071 | -300475.4303 |
Total P&L (%) | 360.6887 | 281.329 | 79.3597 | 238.2961 | 538.7715 | -300.4754 |
Avg Daily Profit (%) | 0.1919 | 0.1496 | 0.0422 | 0.0648 | 0.0987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157244 | -167296 | -70790 | -1106486 | -858657 | -692519 |
Profit Factor | 1.5274 | 1.5482 | 1.4646 | 1.073 | 1.2381 | 0.7 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 55.1724 | 48.2759 | 62.069 | 55.1724 | 48.2759 | 62.069 |
Ratio Avg Win / Avg Loss | 1.241 | 1.6588 | 0.895 | 0.8718 | 1.3266 | 0.4278 |
Largest Winning Trade | 91383 | 91383 | 27491 | 489306 | 489306 | 66248 |
Largest Losing Trade | -61626 | -61626 | -16568 | -358030 | -358030 | -136942 |
Avg Bars in Trades | 42 | 79 | 5 | 42 | 79 | 5 |
Avg Bars in Winners | 31 | 64 | 5 | 31 | 64 | 5 |
Avg Bars in Losers | 56 | 94 | 5 | 56 | 94 | 5 |
Bars Traded | 7461 | 6953 | 508 | 7461 | 6953 | 508 |
Profit Streak | 20.2712 | 20.2712 | 24.0212 | 20.2712 | 20.2712 | 24.0212 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434733 | 323721 | -134270 | -245178 | -61539 | -577948 |
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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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