Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294010.4536 | 257605.9348 | 36404.5188 | -83267.004 | -3016.7674 | -80250.2366 |
Total P&L (%) | 294.0105 | 257.6059 | 36.4045 | -83.267 | -3.0168 | -80.2502 |
Avg Daily Profit (%) | 0.1528 | 0.1339 | 0.0189 | -0.0929 | -0.0016 | -0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99420 | -124143 | -93100 | -71270 | -20288 | -65845 |
Profit Factor | 1.461 | 1.7628 | 1.1213 | 0.4616 | 0.9333 | 0.2664 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 50.5882 | 47.619 | 53.4884 | 50.5882 | 47.619 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.427 | 1.9391 | 0.9751 | 0.4508 | 1.0267 | 0.2317 |
Largest Winning Trade | 186086 | 186086 | 31998 | 5786 | 5786 | 3546 |
Largest Losing Trade | -93100 | -78815 | -93100 | -64567 | -15403 | -64567 |
Avg Bars in Trades | 61 | 78 | 44 | 61 | 78 | 44 |
Avg Bars in Winners | 59 | 68 | 51 | 59 | 68 | 51 |
Avg Bars in Losers | 63 | 87 | 36 | 63 | 87 | 36 |
Bars Traded | 5214 | 3304 | 1909 | 5214 | 3304 | 1909 |
Profit Streak | 78.5878 | 78.5878 | 112.5878 | 78.5878 | 78.5878 | 112.5878 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358498 | -11236 | -257397 | -579105 | -579436 | -579039 |
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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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