Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184126.0543 | 162258.2367 | 21867.8176 | -87353.9395 | 17647.8861 | -105001.8255 |
Total P&L (%) | 184.1261 | 162.2582 | 21.8678 | -87.3539 | 17.6479 | -105.0018 |
Avg Daily Profit (%) | 0.1768 | 0.1558 | 0.021 | -0.1983 | 0.0156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97554 | -67076 | -97554 | -131031 | -27295 | -132562 |
Profit Factor | 1.3318 | 1.7639 | 1.0638 | 0.6414 | 1.3141 | 0.4398 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 61.8705 | 57.971 | 65.7143 | 61.8705 | 57.971 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.8207 | 1.2789 | 0.555 | 0.3953 | 0.9527 | 0.2294 |
Largest Winning Trade | 32998 | 23783 | 32998 | 15066 | 10408 | 15066 |
Largest Losing Trade | -97554 | -42801 | -97554 | -131031 | -20780 | -131031 |
Avg Bars in Trades | 176 | 165 | 187 | 176 | 165 | 187 |
Avg Bars in Winners | 134 | 132 | 135 | 134 | 132 | 135 |
Avg Bars in Losers | 245 | 211 | 286 | 245 | 211 | 286 |
Bars Traded | 24556 | 11451 | 13105 | 24556 | 11451 | 13105 |
Profit Streak | 23.5121 | 0 | 43.5537 | 23.5121 | 0 | 43.5537 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305505 | -91170 | -414028 | -578325 | -282601 | -672368 |
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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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