Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223539.9147 | 192007.2495 | 31532.6652 | -51580.4084 | 339189.0813 | -390769.4897 |
Total P&L (%) | 223.5399 | 192.0073 | 31.5327 | -51.5804 | 339.1891 | -390.7695 |
Avg Daily Profit (%) | 0.1574 | 0.1352 | 0.0222 | -0.0511 | 0.1043 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116409 | -41640 | -96269 | -571558 | -194812 | -712812 |
Profit Factor | 1.5115 | 2.2492 | 1.1113 | 0.9643 | 1.8743 | 0.6304 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 69.8795 | 63.4146 | 76.1905 | 69.8795 | 63.4146 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.6515 | 1.2976 | 0.3473 | 0.4157 | 1.0813 | 0.197 |
Largest Winning Trade | 44405 | 38797 | 44405 | 92927 | 67024 | 92927 |
Largest Losing Trade | -88905 | -41031 | -88905 | -545902 | -136584 | -545902 |
Avg Bars in Trades | 63 | 70 | 57 | 63 | 70 | 57 |
Avg Bars in Winners | 39 | 47 | 33 | 39 | 47 | 33 |
Avg Bars in Losers | 119 | 109 | 133 | 119 | 109 | 133 |
Bars Traded | 5265 | 2870 | 2395 | 5265 | 2870 | 2395 |
Profit Streak | 9.2498 | 0 | 46.2498 | 9.2498 | 0 | 46.2498 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331583 | -7573 | -261529 | -578533 | -49567 | -576351 |
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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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