Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429612.3264 | 323042.46 | 106569.8664 | 70737.6131 | 181510.8338 | -110773.2207 |
Total P&L (%) | 429.6123 | 323.0425 | 106.5699 | 70.7376 | 181.5108 | -110.7732 |
Avg Daily Profit (%) | 0.1971 | 0.1482 | 0.0489 | 0.0245 | 0.0475 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211527 | -62841 | -269355 | -286720 | -75367 | -315582 |
Profit Factor | 1.4605 | 2.0703 | 1.1689 | 1.0732 | 1.7211 | 0.8451 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 62.1849 | 57.6271 | 66.6667 | 62.1849 | 57.6271 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8882 | 1.5223 | 0.5844 | 0.6526 | 1.2655 | 0.4226 |
Largest Winning Trade | 60946 | 60946 | 49609 | 56615 | 50389 | 56615 |
Largest Losing Trade | -121842 | -39062 | -121842 | -151970 | -23575 | -151970 |
Avg Bars in Trades | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Winners | 30 | 22 | 37 | 31 | 23 | 38 |
Avg Bars in Losers | 43 | 34 | 55 | 42 | 32 | 54 |
Bars Traded | 4248 | 1624 | 2624 | 4248 | 1624 | 2624 |
Profit Streak | 8.5406 | 0 | 154.0406 | 8.5406 | 0 | 154.0406 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344193 | -166658 | -329647 | -299226 | -302737 | -746385 |
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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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