Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327994.513 | 107971.5474 | 220022.9656 | 107930.6144 | -31895.459 | 139826.0734 |
Total P&L (%) | 327.9945 | 107.9715 | 220.023 | 107.9306 | -31.8955 | 139.8261 |
Avg Daily Profit (%) | 0.197 | 0.0649 | 0.1322 | 0.044 | -0.0231 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134210 | -110725 | -105497 | -237125 | -236215 | -170492 |
Profit Factor | 1.4783 | 1.2794 | 1.7352 | 1.0847 | 0.956 | 1.2551 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 58.209 | 52.2388 | 64.1791 | 58.209 | 52.2388 | 64.1791 |
Ratio Avg Win / Avg Loss | 1.0614 | 1.1697 | 0.9685 | 0.7788 | 0.8741 | 0.7005 |
Largest Winning Trade | 74339 | 74339 | 42116 | 94528 | 94528 | 58684 |
Largest Losing Trade | -63709 | -63709 | -60563 | -136914 | -136914 | -103795 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 27 | 38 | 19 | 27 | 38 | 19 |
Avg Bars in Losers | 46 | 53 | 37 | 46 | 53 | 37 |
Bars Traded | 4777 | 3043 | 1734 | 4777 | 3043 | 1734 |
Profit Streak | 15.0088 | 0 | 49.0088 | 15.0088 | 0 | 49.0088 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387893 | -222757 | -129213 | -261147 | -697168 | -237729 |
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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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