Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296564.3324 | 275287.4711 | 21276.8613 | -67202.431 | 234239.0945 | -301441.5255 |
Total P&L (%) | 296.5643 | 275.2875 | 21.2769 | -67.2024 | 234.2391 | -301.4415 |
Avg Daily Profit (%) | 0.156 | 0.1448 | 0.0112 | -0.0586 | 0.0635 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268398 | -210632 | -117876 | -927867 | -305943 | -710552 |
Profit Factor | 1.2868 | 1.4394 | 1.0522 | 0.964 | 1.2868 | 0.7135 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 48.6034 | 49.4382 | 47.7778 | 48.6034 | 49.4382 | 47.7778 |
Ratio Avg Win / Avg Loss | 1.3607 | 1.4722 | 1.1501 | 1.0194 | 1.316 | 0.7799 |
Largest Winning Trade | 158707 | 158707 | 46905 | 184298 | 175541 | 184298 |
Largest Losing Trade | -51686 | -51686 | -41113 | -388169 | -137984 | -388169 |
Avg Bars in Trades | 62 | 94 | 30 | 62 | 94 | 30 |
Avg Bars in Winners | 60 | 87 | 33 | 60 | 87 | 33 |
Avg Bars in Losers | 63 | 101 | 27 | 63 | 101 | 27 |
Bars Traded | 11156 | 8431 | 2725 | 11156 | 8431 | 2725 |
Profit Streak | 502.144 | 520.644 | 502.144 | 502.144 | 520.644 | 502.144 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309684 | 57744 | -347631 | -577756 | -107730 | -581371 |
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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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