Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386448.2909 | 307064.2287 | 79384.0622 | -97054.3729 | 240975.6991 | -338030.0721 |
Total P&L (%) | 386.4483 | 307.0642 | 79.3841 | -97.0544 | 240.9757 | -338.0301 |
Avg Daily Profit (%) | 0.1777 | 0.1412 | 0.0365 | -0.162 | 0.0564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163274 | -99202 | -164544 | -453738 | -77420 | -500181 |
Profit Factor | 1.4006 | 1.7529 | 1.1425 | 0.8828 | 2.7963 | 0.5128 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 56.5789 | 52.6316 | 60.5263 | 56.5789 | 52.6316 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.0749 | 1.5776 | 0.7451 | 0.6775 | 2.5167 | 0.3344 |
Largest Winning Trade | 88617 | 88617 | 60216 | 129139 | 129139 | 96309 |
Largest Losing Trade | -98221 | -37403 | -98221 | -255292 | -32293 | -255292 |
Avg Bars in Trades | 83 | 69 | 96 | 83 | 69 | 96 |
Avg Bars in Winners | 75 | 54 | 93 | 75 | 54 | 93 |
Avg Bars in Losers | 93 | 86 | 101 | 93 | 86 | 101 |
Bars Traded | 12676 | 5309 | 7367 | 12676 | 5309 | 7367 |
Profit Streak | 0 | 0 | 90.1251 | 0 | 0 | 90.1251 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352018 | -50333 | -255979 | -579128 | -161357 | -627232 |
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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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