Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292113.2626 | 126467.6236 | 165645.639 | 117291.7828 | 269962.7418 | -152670.959 |
Total P&L (%) | 292.1133 | 126.4676 | 165.6456 | 117.2918 | 269.9627 | -152.671 |
Avg Daily Profit (%) | 0.1818 | 0.0787 | 0.1031 | 0.0483 | 0.0814 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114254 | -79929 | -112590 | -411408 | -100173 | -458309 |
Profit Factor | 1.3507 | 1.2912 | 1.4155 | 1.0724 | 1.3843 | 0.8335 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 52.2581 | 51.9481 | 52.5641 | 52.2581 | 51.9481 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.234 | 1.1943 | 1.2774 | 0.9798 | 1.2805 | 0.7521 |
Largest Winning Trade | 61778 | 61778 | 49773 | 169343 | 169343 | 93445 |
Largest Losing Trade | -53050 | -31595 | -53050 | -274475 | -47028 | -274475 |
Avg Bars in Trades | 60 | 44 | 77 | 60 | 44 | 77 |
Avg Bars in Winners | 63 | 35 | 90 | 63 | 35 | 90 |
Avg Bars in Losers | 58 | 53 | 62 | 58 | 53 | 62 |
Bars Traded | 9447 | 3417 | 6030 | 9447 | 3417 | 6030 |
Profit Streak | 49.5409 | 0 | 55.7076 | 49.5409 | 0 | 55.7076 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342997 | -129551 | -88143 | -269241 | -125324 | -614341 |
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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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