Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368125.7425 | 308394.5067 | 59731.2358 | -53995.2401 | 137537.7269 | -191532.9669 |
Total P&L (%) | 368.1257 | 308.3945 | 59.7312 | -53.9952 | 137.5377 | -191.533 |
Avg Daily Profit (%) | 0.1925 | 0.1612 | 0.0312 | -0.0406 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158438 | -121373 | -87233 | -661593 | -365689 | -416325 |
Profit Factor | 1.478 | 1.7865 | 1.158 | 0.9651 | 1.1871 | 0.7645 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 57.4468 | 51.0638 | 63.8298 | 57.4468 | 51.0638 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.0948 | 1.712 | 0.6562 | 0.7149 | 1.1376 | 0.4332 |
Largest Winning Trade | 177890 | 177890 | 69444 | 359042 | 359042 | 138916 |
Largest Losing Trade | -82197 | -42033 | -82197 | -289447 | -118517 | -289447 |
Avg Bars in Trades | 58 | 50 | 67 | 58 | 50 | 67 |
Avg Bars in Winners | 65 | 55 | 73 | 65 | 55 | 73 |
Avg Bars in Losers | 49 | 44 | 55 | 49 | 44 | 55 |
Bars Traded | 5512 | 2362 | 3150 | 5512 | 2362 | 3150 |
Profit Streak | 67.5608 | 112.5608 | 67.5608 | 67.5608 | 112.5608 | 67.5608 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411536 | 440998 | -197414 | -578074 | -145638 | -577934 |
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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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