Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323195.0937 | 346105.3346 | -22910.2409 | -57957.1253 | -91454.1357 | 33497.0104 |
Total P&L (%) | 323.1951 | 346.1053 | -22.9102 | -57.9571 | -91.4541 | 33.497 |
Avg Daily Profit (%) | 0.1696 | 0.1816 | -0.012 | -0.0455 | -0.129 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242457 | -225636 | -37141 | -1157281 | -1190976 | -66368 |
Profit Factor | 1.4942 | 1.6161 | 0.7517 | 0.9684 | 0.944 | 1.1635 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 48.3516 | 40 | 56.5217 | 48.3516 | 40 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.596 | 2.4242 | 0.5782 | 1.0345 | 1.4159 | 0.895 |
Largest Winning Trade | 169101 | 169101 | 12985 | 519272 | 519272 | 110539 |
Largest Losing Trade | -49959 | -49959 | -13845 | -375773 | -375773 | -49709 |
Avg Bars in Trades | 243 | 481 | 10 | 243 | 481 | 10 |
Avg Bars in Winners | 198 | 469 | 11 | 198 | 469 | 11 |
Avg Bars in Losers | 285 | 489 | 10 | 285 | 489 | 10 |
Bars Traded | 22162 | 21657 | 505 | 22162 | 21657 | 505 |
Profit Streak | 25.0504 | 0 | 97.8837 | 25.0504 | 0 | 97.8837 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355945 | 241206 | -579021 | -578966 | -582934 | -215929 |
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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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