Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206453.4959 | 185463.774 | 20989.7219 | -41849.1042 | -73420.7646 | 31571.6604 |
Total P&L (%) | 206.4535 | 185.4638 | 20.9897 | -41.8491 | -73.4208 | 31.5717 |
Avg Daily Profit (%) | 0.1521 | 0.1367 | 0.0155 | -0.0399 | -0.0976 | 0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128853 | -134978 | -22249 | -211058 | -228397 | -24754 |
Profit Factor | 1.3669 | 1.3862 | 1.2548 | 0.9344 | 0.8679 | 1.3859 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 46.3158 | 34.0426 | 58.3333 | 46.3158 | 34.0426 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5844 | 2.6857 | 0.8963 | 1.083 | 1.6815 | 0.99 |
Largest Winning Trade | 149830 | 149830 | 19791 | 99454 | 99454 | 32638 |
Largest Losing Trade | -45828 | -45828 | -13526 | -79263 | -79263 | -20952 |
Avg Bars in Trades | 40 | 76 | 4 | 40 | 76 | 4 |
Avg Bars in Winners | 32 | 83 | 3 | 32 | 83 | 3 |
Avg Bars in Losers | 46 | 73 | 5 | 46 | 73 | 5 |
Bars Traded | 3829 | 3613 | 216 | 3829 | 3613 | 216 |
Profit Streak | 94.8719 | 97.2052 | 94.8719 | 94.8719 | 97.2052 | 94.8719 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309438 | -14420 | -178264 | -579331 | -583565 | -167866 |
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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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