Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393975.0567 | 316186.469 | 77788.5877 | 201901.1797 | 323762.5759 | -121861.3962 |
Total P&L (%) | 393.9751 | 316.1865 | 77.7886 | 201.9012 | 323.7626 | -121.8614 |
Avg Daily Profit (%) | 0.3782 | 0.3035 | 0.0747 | 0.1061 | 0.1387 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145012 | -94992 | -95981 | -844616 | -523462 | -559496 |
Profit Factor | 1.6674 | 2.0725 | 1.2632 | 1.0709 | 1.2287 | 0.9148 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 42.623 | 32.7869 | 52.459 | 42.623 | 32.7869 | 52.459 |
Ratio Avg Win / Avg Loss | 2.2445 | 4.2486 | 1.1448 | 1.4417 | 2.5188 | 0.829 |
Largest Winning Trade | 179088 | 179088 | 29903 | 656535 | 656535 | 133557 |
Largest Losing Trade | -30782 | -28444 | -30782 | -228761 | -199119 | -228761 |
Avg Bars in Trades | 200 | 183 | 218 | 200 | 183 | 218 |
Avg Bars in Winners | 290 | 281 | 295 | 290 | 281 | 295 |
Avg Bars in Losers | 134 | 136 | 132 | 134 | 136 | 132 |
Bars Traded | 24517 | 11216 | 13301 | 24517 | 11216 | 13301 |
Profit Streak | 23.6913 | 34.233 | 23.6913 | 23.6913 | 34.233 | 23.6913 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404008 | -155212 | -254194 | -194865 | -174746 | -741594 |
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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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