Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267053.5658 | 224980.7311 | 42072.8347 | -21257.0907 | -64858.1254 | 43601.0348 |
Total P&L (%) | 267.0536 | 224.9807 | 42.0728 | -21.2571 | -64.8581 | 43.601 |
Avg Daily Profit (%) | 0.1508 | 0.1271 | 0.0238 | -0.0135 | -0.059 | 0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95904 | -113034 | -25225 | -164055 | -205965 | -42479 |
Profit Factor | 1.5428 | 1.658 | 1.2803 | 0.9678 | 0.8633 | 1.2341 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 17 | 32 | 49 | 17 | 32 |
Losing Trades | 44 | 29 | 15 | 44 | 29 | 15 |
Profitability (%) | 52.6882 | 36.9565 | 68.0851 | 52.6882 | 36.9565 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.3854 | 2.8283 | 0.6002 | 0.8691 | 1.4726 | 0.5785 |
Largest Winning Trade | 299133 | 299133 | 28312 | 136160 | 136160 | 39817 |
Largest Losing Trade | -39459 | -39459 | -36399 | -58520 | -58520 | -38663 |
Avg Bars in Trades | 64 | 118 | 11 | 64 | 118 | 11 |
Avg Bars in Winners | 71 | 189 | 9 | 71 | 189 | 9 |
Avg Bars in Losers | 56 | 76 | 16 | 56 | 76 | 16 |
Bars Traded | 5981 | 5443 | 538 | 5981 | 5443 | 538 |
Profit Streak | 94.9559 | 0 | 192.9559 | 94.9559 | 0 | 192.9559 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357269 | -25235 | -160800 | -579622 | -584110 | -165376 |
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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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