Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370814.5815 | 319744.0379 | 51070.5436 | -1364264.677 | -1275165.172 | -89099.505 |
Total P&L (%) | 370.8146 | 319.744 | 51.0705 | -1364.2647 | -1275.1652 | -89.0995 |
Avg Daily Profit (%) | 0.1965 | 0.1695 | 0.0271 | 0 | 0 | -0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236069 | -28841 | -251758 | -2240085 | -1489083 | -1427132 |
Profit Factor | 1.4764 | 2.7957 | 1.0851 | 0.8002 | 0.4842 | 0.9795 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 76 | 41 | 35 | 63 | 31 | 32 |
Losing Trades | 67 | 31 | 36 | 80 | 41 | 39 |
Profitability (%) | 53.1469 | 56.9444 | 49.2958 | 44.0559 | 43.0556 | 45.0704 |
Ratio Avg Win / Avg Loss | 1.3016 | 2.1139 | 1.1161 | 1.0161 | 0.6403 | 1.1938 |
Largest Winning Trade | 53535 | 49814 | 53535 | 1640092 | 118012 | 1640092 |
Largest Losing Trade | -180773 | -14116 | -180773 | -388154 | -382101 | -388154 |
Avg Bars in Trades | 75 | 26 | 126 | 75 | 26 | 126 |
Avg Bars in Winners | 71 | 27 | 122 | 81 | 24 | 136 |
Avg Bars in Losers | 81 | 24 | 129 | 71 | 27 | 117 |
Bars Traded | 10865 | 1888 | 8977 | 10865 | 1888 | 8977 |
Profit Streak | 16.1332 | 44.7999 | 0 | 0 | 0 | 92.9666 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364199 | -64751 | -372156 | -581044 | -662658 | -666626 |
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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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