Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387249.0236 | 112656.4293 | 274592.5943 | 743662.4822 | -48097.3602 | 791759.8423 |
Total P&L (%) | 387.249 | 112.6564 | 274.5926 | 743.6625 | -48.0974 | 791.7598 |
Avg Daily Profit (%) | 0.2615 | 0.0761 | 0.1854 | 0.1441 | -0.0443 | 0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96125 | -49003 | -69397 | -1449847 | -729088 | -753259 |
Profit Factor | 1.6204 | 1.3627 | 1.8754 | 1.2145 | 0.9696 | 1.4203 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 50.6944 | 51.3889 | 50 | 50.6944 | 51.3889 | 50 |
Ratio Avg Win / Avg Loss | 1.576 | 1.2891 | 1.8754 | 1.1812 | 0.9172 | 1.4203 |
Largest Winning Trade | 77993 | 77993 | 60912 | 762932 | 345534 | 762932 |
Largest Losing Trade | -42957 | -35062 | -42957 | -402548 | -266099 | -402548 |
Avg Bars in Trades | 120 | 88 | 152 | 120 | 88 | 152 |
Avg Bars in Winners | 127 | 64 | 191 | 127 | 64 | 191 |
Avg Bars in Losers | 114 | 114 | 114 | 114 | 114 | 114 |
Bars Traded | 17417 | 6406 | 11011 | 17417 | 6406 | 11011 |
Profit Streak | 5.3924 | 0 | 11.1424 | 5.3924 | 0 | 11.1424 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446181 | -170193 | -67763 | 17447 | -660056 | -73258 |
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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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