Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285861.5484 | 189174.5093 | 96687.0392 | 14767.1725 | -210604.9296 | 225372.1021 |
Total P&L (%) | 285.8615 | 189.1745 | 96.687 | 14.7672 | -210.6049 | 225.3721 |
Avg Daily Profit (%) | 0.1502 | 0.0994 | 0.0508 | 0.0072 | 0 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146725 | -109904 | -86706 | -581170 | -730389 | -221527 |
Profit Factor | 1.3264 | 1.3956 | 1.2432 | 1.0062 | 0.8608 | 1.2577 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 50.7463 | 44.7761 | 56.7164 | 50.7463 | 44.7761 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.2874 | 1.7212 | 0.9487 | 0.9766 | 1.0617 | 0.9598 |
Largest Winning Trade | 81833 | 81833 | 53829 | 259914 | 259914 | 160833 |
Largest Losing Trade | -40263 | -37290 | -40263 | -198886 | -198886 | -142091 |
Avg Bars in Trades | 167 | 149 | 184 | 167 | 149 | 184 |
Avg Bars in Winners | 167 | 161 | 172 | 167 | 161 | 172 |
Avg Bars in Losers | 166 | 140 | 200 | 166 | 140 | 200 |
Bars Traded | 22405 | 10032 | 12373 | 22405 | 10032 | 12373 |
Profit Streak | 17.4782 | 0 | 40.8948 | 17.4782 | 0 | 40.8948 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304570 | -177449 | -242241 | -414992 | -698100 | -227205 |
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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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