Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374037.4379 | 439107.5888 | -65070.1509 | 17339.3455 | 542827.8041 | -525488.4586 |
Total P&L (%) | 374.0374 | 439.1076 | -65.0702 | 17.3393 | 542.8278 | -525.4885 |
Avg Daily Profit (%) | 0.1574 | 0.1848 | -0.0274 | 0.0067 | 0.0783 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147598 | -146400 | -129853 | -627238 | -410553 | -606939 |
Profit Factor | 1.588 | 2.0355 | 0.6931 | 1.0092 | 1.4832 | 0.3132 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Losing Trades | 31 | 9 | 22 | 31 | 9 | 22 |
Profitability (%) | 67.3684 | 80.8511 | 54.1667 | 67.3684 | 80.8511 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.7692 | 0.4821 | 0.5865 | 0.4888 | 0.3513 | 0.2651 |
Largest Winning Trade | 113001 | 113001 | 14303 | 247101 | 247101 | 64358 |
Largest Losing Trade | -62328 | -62328 | -56040 | -363492 | -363492 | -278762 |
Avg Bars in Trades | 38 | 72 | 4 | 38 | 72 | 4 |
Avg Bars in Winners | 15 | 24 | 3 | 15 | 24 | 3 |
Avg Bars in Losers | 85 | 278 | 6 | 85 | 278 | 6 |
Bars Traded | 3657 | 3421 | 236 | 3657 | 3421 | 236 |
Profit Streak | 294.4294 | 306.9294 | 294.4294 | 294.4294 | 306.9294 | 294.4294 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402652 | 503333 | -579283 | -400838 | -82995 | -579283 |
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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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