Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298448.6127 | 203714.867 | 94733.7457 | 298788.7886 | 684079.3497 | -385290.5611 |
Total P&L (%) | 298.4486 | 203.7149 | 94.7337 | 298.7888 | 684.0794 | -385.2906 |
Avg Daily Profit (%) | 0.1764 | 0.1204 | 0.056 | 0.0818 | 0.1218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116401 | -45161 | -106381 | -1367757 | -612961 | -1153809 |
Profit Factor | 1.4723 | 1.9968 | 1.2216 | 1.0541 | 1.3737 | 0.8957 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 47.4286 | 51.1364 | 43.6782 | 47.4286 | 51.1364 | 43.6782 |
Ratio Avg Win / Avg Loss | 1.6319 | 1.9081 | 1.5752 | 1.1684 | 1.3127 | 1.155 |
Largest Winning Trade | 64393 | 40922 | 64393 | 422529 | 326790 | 422529 |
Largest Losing Trade | -35255 | -16589 | -35255 | -425840 | -234688 | -425840 |
Avg Bars in Trades | 28 | 7 | 49 | 28 | 7 | 49 |
Avg Bars in Winners | 38 | 7 | 75 | 38 | 7 | 75 |
Avg Bars in Losers | 19 | 7 | 28 | 19 | 7 | 28 |
Bars Traded | 4967 | 678 | 4289 | 4967 | 678 | 4289 |
Profit Streak | 4.2924 | 12.9591 | 0 | 4.2924 | 12.9591 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356902 | -27764 | -120218 | -244541 | -28759 | -581891 |
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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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