Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274085.5415 | 81745.291 | 192340.2504 | -736995.0965 | 636014.084 | -1373009.1805 |
Total P&L (%) | 274.0855 | 81.7453 | 192.3403 | -736.9951 | 636.0141 | -1373.0092 |
Avg Daily Profit (%) | 0.1645 | 0.0491 | 0.1155 | 0 | 0.1199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148073 | -83458 | -148073 | -1188624 | -316326 | -1551106 |
Profit Factor | 1.5014 | 1.2803 | 1.7543 | 0.7676 | 1.5735 | 0.3343 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 57 | 24 | 33 | 33 | 21 | 12 |
Losing Trades | 28 | 18 | 10 | 52 | 21 | 31 |
Profitability (%) | 67.0588 | 57.1429 | 76.7442 | 38.8235 | 50 | 27.907 |
Ratio Avg Win / Avg Loss | 0.7375 | 0.9602 | 0.5316 | 1.2096 | 1.5735 | 0.8635 |
Largest Winning Trade | 54882 | 46922 | 54882 | 359026 | 359026 | 178286 |
Largest Losing Trade | -148073 | -60692 | -148073 | -710583 | -160803 | -710583 |
Avg Bars in Trades | 112 | 129 | 96 | 112 | 129 | 96 |
Avg Bars in Winners | 87 | 97 | 79 | 149 | 167 | 116 |
Avg Bars in Losers | 165 | 172 | 151 | 89 | 91 | 88 |
Bars Traded | 9590 | 5448 | 4142 | 9590 | 5448 | 4142 |
Profit Streak | 40.4259 | 0 | 330.4259 | 0 | 83.7592 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368296 | -128111 | -33344 | -583230 | -29059 | -597729 |
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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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