Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238525.5586 | 237699.3945 | 826.1641 | -30520.5497 | 415393.2989 | -445913.8486 |
Total P&L (%) | 238.5256 | 237.6994 | 0.8262 | -30.5206 | 415.3933 | -445.9138 |
Avg Daily Profit (%) | 0.194 | 0.1933 | 0.0007 | -0.0296 | 0.1334 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111527 | -91934 | -124162 | -582612 | -101006 | -574515 |
Profit Factor | 1.4376 | 1.9264 | 1.0029 | 0.9727 | 2.3339 | 0.4468 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 61.4679 | 61.1111 | 61.8182 | 61.4679 | 61.1111 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.9012 | 1.2259 | 0.6194 | 0.6097 | 1.4852 | 0.276 |
Largest Winning Trade | 88487 | 88487 | 28564 | 292147 | 292147 | 67106 |
Largest Losing Trade | -81308 | -58230 | -81308 | -505987 | -78128 | -505987 |
Avg Bars in Trades | 129 | 190 | 69 | 129 | 190 | 69 |
Avg Bars in Winners | 110 | 157 | 65 | 110 | 157 | 65 |
Avg Bars in Losers | 159 | 243 | 76 | 159 | 243 | 76 |
Bars Traded | 14123 | 10307 | 3815 | 14123 | 10307 | 3815 |
Profit Streak | 49.3621 | 52.5287 | 49.3621 | 49.3621 | 52.5287 | 49.3621 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345401 | -167940 | -754691 | -578011 | -189605 | -758737 |
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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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