Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365697.8269 | 230500.7586 | 135197.0682 | 402447.0993 | -61945.1654 | 464392.2647 |
Total P&L (%) | 365.6978 | 230.5008 | 135.1971 | 402.4471 | -61.9452 | 464.3923 |
Avg Daily Profit (%) | 0.3542 | 0.2232 | 0.1309 | 0.1565 | -0.0935 | 0.1678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85655 | -99509 | -27229 | -440831 | -512871 | -79042 |
Profit Factor | 1.5986 | 1.5346 | 1.7522 | 1.1811 | 0.9632 | 1.8649 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 63.9098 | 56.0606 | 71.6418 | 63.9098 | 56.0606 | 71.6418 |
Ratio Avg Win / Avg Loss | 0.9027 | 1.2028 | 0.6936 | 0.667 | 0.755 | 0.7382 |
Largest Winning Trade | 96849 | 96849 | 16726 | 179704 | 179704 | 80095 |
Largest Losing Trade | -49943 | -49943 | -21599 | -320665 | -320665 | -79042 |
Avg Bars in Trades | 45 | 75 | 15 | 45 | 75 | 15 |
Avg Bars in Winners | 30 | 49 | 15 | 30 | 49 | 15 |
Avg Bars in Losers | 71 | 107 | 16 | 71 | 107 | 16 |
Bars Traded | 5989 | 4956 | 1033 | 5989 | 4956 | 1033 |
Profit Streak | 5.9981 | 0 | 28.6648 | 5.9981 | 0 | 28.6648 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433225 | -114057 | -130263 | -12888 | -704172 | -104482 |
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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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