Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284686.0342 | 135503.3166 | 149182.7176 | -6299.0606 | -147863.2904 | 141564.2298 |
Total P&L (%) | 284.686 | 135.5033 | 149.1827 | -6.2991 | -147.8633 | 141.5642 |
Avg Daily Profit (%) | 0.1928 | 0.0918 | 0.101 | -0.0044 | 0 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142645 | -160834 | -30809 | -201033 | -257185 | -32683 |
Profit Factor | 1.5243 | 1.301 | 2.6082 | 0.9922 | 0.7887 | 2.3437 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 67.7778 | 64.4444 | 71.1111 | 67.7778 | 64.4444 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.7247 | 0.7178 | 1.0596 | 0.4717 | 0.4351 | 0.9521 |
Largest Winning Trade | 94900 | 94900 | 21827 | 94900 | 94900 | 28693 |
Largest Losing Trade | -71225 | -71225 | -22468 | -187170 | -187170 | -27606 |
Avg Bars in Trades | 194 | 322 | 66 | 194 | 322 | 66 |
Avg Bars in Winners | 104 | 160 | 54 | 104 | 160 | 54 |
Avg Bars in Losers | 382 | 615 | 95 | 382 | 615 | 95 |
Bars Traded | 17478 | 14505 | 2973 | 17478 | 14505 | 2973 |
Profit Streak | 66.1771 | 86.0938 | 66.1771 | 66.1771 | 86.0938 | 66.1771 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417861 | -68723 | -50459 | -576518 | -577476 | -107682 |
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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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