Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618326.4786 | 551148.4366 | 67178.0421 | 38224.8304 | 461574.9434 | -423350.1129 |
Total P&L (%) | 618.3265 | 551.1484 | 67.178 | 38.2248 | 461.5749 | -423.3501 |
Avg Daily Profit (%) | 0.384 | 0.3423 | 0.0417 | 0.0201 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205479 | -101844 | -108858 | -876229 | -336046 | -716238 |
Profit Factor | 1.6563 | 2.0702 | 1.1572 | 1.0142 | 1.3485 | 0.691 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 47.3404 | 41.4894 | 53.1915 | 47.3404 | 41.4894 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.8424 | 2.9196 | 1.0184 | 1.1281 | 1.9017 | 0.6081 |
Largest Winning Trade | 416332 | 416332 | 57108 | 615527 | 615527 | 181871 |
Largest Losing Trade | -56230 | -33922 | -56230 | -350050 | -122113 | -350050 |
Avg Bars in Trades | 101 | 92 | 110 | 101 | 92 | 110 |
Avg Bars in Winners | 135 | 133 | 137 | 135 | 133 | 137 |
Avg Bars in Losers | 70 | 63 | 79 | 70 | 63 | 79 |
Bars Traded | 19039 | 8681 | 10358 | 19039 | 8681 | 10358 |
Profit Streak | 16.9375 | 0 | 58.4375 | 16.9375 | 0 | 58.4375 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477668 | 344758 | -183418 | -372782 | -51969 | -579270 |
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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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