Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455954.865 | 282285.7294 | 173669.1357 | 65150.5049 | 209915.0644 | -144764.5594 |
Total P&L (%) | 455.9549 | 282.2857 | 173.6691 | 65.1505 | 209.9151 | -144.7646 |
Avg Daily Profit (%) | 0.2387 | 0.1478 | 0.0909 | 0.0263 | 0.0592 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112348 | -87881 | -134286 | -372727 | -238824 | -356223 |
Profit Factor | 1.4653 | 1.7153 | 1.2967 | 1.0267 | 1.2223 | 0.9034 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 63.5838 | 62.069 | 65.1163 | 63.5838 | 62.069 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.8392 | 1.0482 | 0.6947 | 0.588 | 0.747 | 0.484 |
Largest Winning Trade | 40265 | 40265 | 34770 | 95472 | 95472 | 71333 |
Largest Losing Trade | -80787 | -45433 | -80787 | -236295 | -104034 | -236295 |
Avg Bars in Trades | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Losers | 103 | 91 | 117 | 103 | 91 | 117 |
Bars Traded | 11162 | 5115 | 6047 | 11162 | 5115 | 6047 |
Profit Streak | 20.3802 | 20.3802 | 68.7136 | 20.3802 | 20.3802 | 68.7136 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399854 | 305433 | -69818 | -347229 | -113797 | -577432 |
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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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