Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237404.9432 | 39672.9625 | 197731.9807 | -168037.1412 | 184927.0874 | -352964.2287 |
Total P&L (%) | 237.4049 | 39.673 | 197.732 | -168.0371 | 184.9271 | -352.9642 |
Avg Daily Profit (%) | 0.1598 | 0.0267 | 0.1331 | 0 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117585 | -65049 | -136004 | -1242079 | -121198 | -1306052 |
Profit Factor | 1.4814 | 1.2688 | 1.5722 | 0.9259 | 1.5265 | 0.8158 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 58 | 26 | 32 | 47 | 24 | 23 |
Losing Trades | 33 | 20 | 13 | 44 | 22 | 22 |
Profitability (%) | 63.7363 | 56.5217 | 71.1111 | 51.6484 | 52.1739 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.8429 | 0.976 | 0.6387 | 0.8668 | 1.3993 | 0.7803 |
Largest Winning Trade | 56972 | 21985 | 56972 | 297029 | 97822 | 297029 |
Largest Losing Trade | -109857 | -37047 | -109857 | -1149536 | -106628 | -1149536 |
Avg Bars in Trades | 187 | 33 | 345 | 187 | 33 | 345 |
Avg Bars in Winners | 155 | 28 | 258 | 189 | 32 | 352 |
Avg Bars in Losers | 245 | 41 | 559 | 186 | 35 | 337 |
Bars Traded | 17105 | 1562 | 15542 | 17105 | 1562 | 15542 |
Profit Streak | 26.4022 | 227.4022 | 0 | 0 | 0 | 99.1522 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347253 | -158905 | -12475 | -580321 | -96984 | -580007 |
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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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