Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282989.7283 | 294032.5338 | -11042.8055 | -53133.8488 | 70950.8635 | -124084.7123 |
Total P&L (%) | 282.9897 | 294.0325 | -11.0428 | -53.1338 | 70.9509 | -124.0847 |
Avg Daily Profit (%) | 0.159 | 0.1652 | -0.0062 | -0.0426 | 0.0301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198027 | -147975 | -95786 | -1048058 | -719336 | -362406 |
Profit Factor | 1.4032 | 1.7688 | 0.9654 | 0.9716 | 1.0675 | 0.8484 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 55.8442 | 60.5263 | 51.2821 | 55.8442 | 60.5263 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.1095 | 1.1536 | 0.9172 | 0.7682 | 0.6962 | 0.806 |
Largest Winning Trade | 153173 | 153173 | 53844 | 292426 | 260160 | 292426 |
Largest Losing Trade | -56794 | -54287 | -56794 | -314704 | -314704 | -273796 |
Avg Bars in Trades | 89 | 94 | 84 | 89 | 94 | 84 |
Avg Bars in Winners | 107 | 95 | 121 | 107 | 95 | 121 |
Avg Bars in Losers | 66 | 92 | 46 | 66 | 92 | 46 |
Bars Traded | 6892 | 3580 | 3312 | 6892 | 3580 | 3312 |
Profit Streak | 52.465 | 52.465 | 75.215 | 52.465 | 52.465 | 75.215 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35717 | 429499 | -579218 | -624480 | -298236 | -579218 |
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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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