Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335095.8401 | 313167.5594 | 21928.2807 | -40662.2026 | 83543.8468 | -124206.0494 |
Total P&L (%) | 335.0958 | 313.1676 | 21.9283 | -40.6622 | 83.5438 | -124.206 |
Avg Daily Profit (%) | 0.1801 | 0.1683 | 0.0118 | -0.028 | 0.0326 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243852 | -192982 | -82376 | -530937 | -390600 | -205122 |
Profit Factor | 1.3696 | 1.6233 | 1.0542 | 0.9563 | 1.1546 | 0.6807 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 63.9098 | 65.1515 | 62.6866 | 63.9098 | 65.1515 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.7734 | 0.8683 | 0.6275 | 0.54 | 0.6176 | 0.4052 |
Largest Winning Trade | 114438 | 114438 | 28759 | 178122 | 178122 | 49457 |
Largest Losing Trade | -62555 | -62555 | -55561 | -277781 | -277781 | -93997 |
Avg Bars in Trades | 52 | 91 | 14 | 52 | 91 | 14 |
Avg Bars in Winners | 37 | 60 | 14 | 37 | 60 | 14 |
Avg Bars in Losers | 79 | 150 | 15 | 79 | 150 | 15 |
Bars Traded | 7034 | 6064 | 970 | 7034 | 6064 | 970 |
Profit Streak | 75.8346 | 86.5846 | 75.8346 | 75.8346 | 86.5846 | 75.8346 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355290 | -113207 | -459010 | -577202 | -322306 | -694571 |
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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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