Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345907.9111 | 300441.6623 | 45466.2488 | 30189.6634 | 30092.0623 | 97.6011 |
Total P&L (%) | 345.9079 | 300.4417 | 45.4662 | 30.1897 | 30.0921 | 0.0976 |
Avg Daily Profit (%) | 0.1839 | 0.1597 | 0.0242 | 0.014 | 0.014 | 0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142800 | -132615 | -20897 | -627462 | -563133 | -93797 |
Profit Factor | 1.5686 | 1.6072 | 1.4005 | 1.0234 | 1.0285 | 1.0004 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 60.9524 | 57.6923 | 64.1509 | 60.9524 | 57.6923 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.0049 | 1.1786 | 0.7827 | 0.6556 | 0.7543 | 0.5591 |
Largest Winning Trade | 147924 | 147924 | 16159 | 399961 | 399961 | 32354 |
Largest Losing Trade | -70569 | -70569 | -15220 | -190889 | -190889 | -93797 |
Avg Bars in Trades | 196 | 381 | 15 | 196 | 381 | 15 |
Avg Bars in Winners | 128 | 252 | 18 | 128 | 252 | 18 |
Avg Bars in Losers | 303 | 556 | 10 | 303 | 556 | 10 |
Bars Traded | 20658 | 19822 | 836 | 20658 | 19822 | 836 |
Profit Streak | 4.1643 | 0 | 166.831 | 4.1643 | 0 | 166.831 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390262 | -169850 | -339847 | -372060 | -547112 | -756818 |
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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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