Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358689.2383 | 306648.514 | 52040.7243 | -1129.8975 | 102453.9822 | -103583.8797 |
Total P&L (%) | 358.6892 | 306.6485 | 52.0407 | -1.1299 | 102.454 | -103.5839 |
Avg Daily Profit (%) | 0.35 | 0.2992 | 0.0508 | -0.0011 | 0.0688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199658 | -188338 | -67652 | -285119 | -156236 | -159676 |
Profit Factor | 1.4862 | 1.6845 | 1.1796 | 0.9985 | 1.258 | 0.7202 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 47.3282 | 36.9231 | 57.5758 | 47.3282 | 36.9231 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.654 | 2.8777 | 0.8692 | 1.1113 | 2.1492 | 0.5307 |
Largest Winning Trade | 206855 | 206855 | 37184 | 200040 | 200040 | 30944 |
Largest Losing Trade | -57427 | -57427 | -35282 | -104698 | -39079 | -104698 |
Avg Bars in Trades | 45 | 63 | 28 | 45 | 63 | 28 |
Avg Bars in Winners | 50 | 79 | 32 | 50 | 79 | 32 |
Avg Bars in Losers | 41 | 53 | 23 | 41 | 53 | 23 |
Bars Traded | 6008 | 4108 | 1900 | 6008 | 4108 | 1900 |
Profit Streak | 10.1645 | 0 | 120.8312 | 10.1645 | 0 | 120.8312 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403331 | -125383 | -272446 | -579143 | -237112 | -702276 |
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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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