Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438492.8722 | 308706.3074 | 129786.5648 | 124783.2763 | 1254621.4046 | -1129838.1283 |
Total P&L (%) | 438.4929 | 308.7063 | 129.7866 | 124.7833 | 1254.6214 | -1129.8381 |
Avg Daily Profit (%) | 0.2 | 0.1408 | 0.0592 | 0.0369 | 0.1189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126947 | -37716 | -99689 | -3346899 | -475709 | -3146870 |
Profit Factor | 1.5628 | 2.1268 | 1.2569 | 1.0161 | 1.5574 | 0.7955 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 63.3803 | 61.9718 | 64.7887 | 63.3803 | 61.9718 | 64.7887 |
Ratio Avg Win / Avg Loss | 0.9029 | 1.3051 | 0.6831 | 0.5871 | 0.9557 | 0.4323 |
Largest Winning Trade | 62997 | 62997 | 44970 | 682746 | 552833 | 682746 |
Largest Losing Trade | -85980 | -32056 | -85980 | -2793120 | -475709 | -2793120 |
Avg Bars in Trades | 29 | 17 | 40 | 29 | 17 | 40 |
Avg Bars in Winners | 27 | 14 | 39 | 27 | 14 | 39 |
Avg Bars in Losers | 32 | 23 | 42 | 32 | 23 | 42 |
Bars Traded | 4182 | 1276 | 2906 | 4182 | 1276 | 2906 |
Profit Streak | 0 | 0 | 48.744 | 0 | 0 | 48.744 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361143 | -87031 | -199516 | -345702 | -118706 | -664551 |
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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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