Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441176.365 | 376996.9471 | 64179.4178 | 110909.4192 | 530034.3043 | -419124.8851 |
Total P&L (%) | 441.1764 | 376.9969 | 64.1794 | 110.9094 | 530.0343 | -419.1249 |
Avg Daily Profit (%) | 0.2366 | 0.2022 | 0.0344 | 0.04 | 0.0988 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127420 | -124435 | -85643 | -424232 | -228208 | -513731 |
Profit Factor | 1.3926 | 1.7087 | 1.1085 | 1.0438 | 1.4915 | 0.7119 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 42.8571 | 39.5604 | 46.1538 | 42.8571 | 39.5604 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8568 | 2.6105 | 1.2932 | 1.3917 | 2.2787 | 0.8306 |
Largest Winning Trade | 161167 | 161167 | 64391 | 211685 | 211685 | 128544 |
Largest Losing Trade | -40803 | -26651 | -40803 | -187281 | -76415 | -187281 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 85 | 93 | 79 | 85 | 93 | 79 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 11062 | 5704 | 5358 | 11062 | 5704 | 5358 |
Profit Streak | 18.323 | 0 | 101.9897 | 18.323 | 0 | 101.9897 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303597 | 234246 | -248974 | -313062 | -62717 | -581229 |
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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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