Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350147.1238 | 170929.2761 | 179217.8476 | -305487.8471 | -70091.1436 | -235396.7035 |
Total P&L (%) | 350.1471 | 170.9293 | 179.2178 | -305.4878 | -70.0911 | -235.3967 |
Avg Daily Profit (%) | 0.1837 | 0.0897 | 0.094 | 0 | -0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117112 | -64012 | -117112 | -316960 | -142646 | -243313 |
Profit Factor | 1.5216 | 1.4566 | 1.6037 | 0.6264 | 0.8285 | 0.4246 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 87 | 37 | 50 | 49 | 31 | 18 |
Losing Trades | 49 | 31 | 18 | 87 | 37 | 50 |
Profitability (%) | 63.9706 | 54.4118 | 73.5294 | 36.0294 | 45.5882 | 26.4706 |
Ratio Avg Win / Avg Loss | 0.857 | 1.2204 | 0.5773 | 1.1123 | 0.9889 | 1.1794 |
Largest Winning Trade | 64858 | 64858 | 36964 | 65876 | 65876 | 48604 |
Largest Losing Trade | -117112 | -57974 | -117112 | -68488 | -61742 | -68488 |
Avg Bars in Trades | 81 | 88 | 74 | 81 | 88 | 74 |
Avg Bars in Winners | 55 | 50 | 59 | 120 | 127 | 108 |
Avg Bars in Losers | 127 | 134 | 114 | 59 | 56 | 61 |
Bars Traded | 11071 | 6038 | 5033 | 11071 | 6038 | 5033 |
Profit Streak | 16.8565 | 0 | 17.8565 | 0 | 25.3565 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359855 | -180832 | -172774 | -584184 | -690929 | -711902 |
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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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