Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342926.7683 | 242906.984 | 100019.7843 | 157385.9435 | 157859.4161 | -473.4726 |
Total P&L (%) | 342.9268 | 242.907 | 100.0198 | 157.3859 | 157.8594 | -0.4735 |
Avg Daily Profit (%) | 0.3292 | 0.2332 | 0.096 | 0.0908 | 0.091 | -0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86012 | -64477 | -86012 | -131107 | -128642 | -147263 |
Profit Factor | 1.656 | 2.2022 | 1.3119 | 1.244 | 1.6966 | 0.9989 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 71.4286 | 65.1515 | 77.6119 | 71.4286 | 65.1515 | 77.6119 |
Ratio Avg Win / Avg Loss | 0.6624 | 1.1779 | 0.3784 | 0.4976 | 0.9075 | 0.2881 |
Largest Winning Trade | 36789 | 36789 | 28847 | 44173 | 40247 | 44173 |
Largest Losing Trade | -86012 | -36824 | -86012 | -131107 | -93727 | -131107 |
Avg Bars in Trades | 182 | 194 | 171 | 182 | 194 | 171 |
Avg Bars in Winners | 122 | 117 | 126 | 122 | 117 | 126 |
Avg Bars in Losers | 333 | 338 | 325 | 333 | 338 | 325 |
Bars Traded | 24317 | 12856 | 11461 | 24317 | 12856 | 11461 |
Profit Streak | 16.18 | 16.18 | 38.8884 | 16.18 | 16.18 | 38.8884 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493093 | -110655 | -177956 | -69046 | -192701 | -692449 |
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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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