Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174225.4453 | 315785.3268 | -141559.8815 | -87991.1689 | 141145.3336 | -229136.5025 |
Total P&L (%) | 174.2254 | 315.7853 | -141.5599 | -87.9912 | 141.1453 | -229.1365 |
Avg Daily Profit (%) | 0.0836 | 0.1516 | -0.0679 | -0.1017 | 0.0423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210608 | -128392 | -138120 | -245802 | -101092 | -195877 |
Profit Factor | 1.2479 | 1.7964 | 0.5379 | 0.8415 | 1.5674 | 0.252 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 53.7634 | 45.6522 | 61.7021 | 53.7634 | 45.6522 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0732 | 2.1386 | 0.3339 | 0.7237 | 1.8659 | 0.1564 |
Largest Winning Trade | 313852 | 313852 | 19666 | 183529 | 183529 | 16327 |
Largest Losing Trade | -66461 | -66461 | -39433 | -101092 | -101092 | -50971 |
Avg Bars in Trades | 250 | 446 | 58 | 250 | 446 | 58 |
Avg Bars in Winners | 157 | 318 | 41 | 157 | 318 | 41 |
Avg Bars in Losers | 357 | 553 | 84 | 357 | 553 | 84 |
Bars Traded | 23256 | 20517 | 2739 | 23256 | 20517 | 2739 |
Profit Streak | 81.5078 | 81.5078 | 304.4245 | 81.5078 | 81.5078 | 304.4245 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79434 | 343988 | -577791 | -578675 | -134690 | -577791 |
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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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