Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332698.119 | 251764.34 | 80933.7789 | 84042.5206 | 125115.3349 | -41072.8143 |
Total P&L (%) | 332.6981 | 251.7643 | 80.9338 | 84.0425 | 125.1153 | -41.0728 |
Avg Daily Profit (%) | 0.3236 | 0.2449 | 0.0787 | 0.0593 | 0.079 | -0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123410 | -77630 | -98540 | -112070 | -67748 | -70536 |
Profit Factor | 1.4109 | 1.6501 | 1.1916 | 1.1748 | 1.5928 | 0.8477 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 42.7632 | 36.8421 | 48.6842 | 42.7632 | 36.8421 | 48.6842 |
Ratio Avg Win / Avg Loss | 1.8885 | 2.8287 | 1.256 | 1.5725 | 2.7305 | 0.8935 |
Largest Winning Trade | 198243 | 198243 | 50564 | 92560 | 92560 | 32196 |
Largest Losing Trade | -40029 | -40029 | -39122 | -50632 | -21655 | -50632 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 119 | 124 | 115 | 119 | 124 | 115 |
Avg Bars in Losers | 49 | 53 | 44 | 49 | 53 | 44 |
Bars Traded | 12007 | 6026 | 5981 | 12007 | 6026 | 5981 |
Profit Streak | 16.0625 | 0 | 16.5625 | 16.0625 | 0 | 16.5625 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327953 | -43445 | -146983 | -142220 | -139127 | -630174 |
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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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