Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454632.8222 | 458084.4654 | -3451.6432 | 16700.8843 | 79318.3285 | -62617.4441 |
Total P&L (%) | 454.6328 | 458.0845 | -3.4516 | 16.7009 | 79.3183 | -62.6174 |
Avg Daily Profit (%) | 0.1982 | 0.1997 | -0.0015 | 0.0067 | 0.0255 | -0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140629 | -182455 | -95907 | -180521 | -175309 | -118525 |
Profit Factor | 1.7153 | 2.1582 | 0.9856 | 1.0262 | 1.1961 | 0.7324 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 39.5604 | 34.7826 | 44.4444 | 39.5604 | 34.7826 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6206 | 4.0467 | 1.232 | 1.5677 | 2.2428 | 0.9155 |
Largest Winning Trade | 294351 | 294351 | 48161 | 141665 | 141665 | 35793 |
Largest Losing Trade | -36502 | -36502 | -31559 | -47632 | -47632 | -35956 |
Avg Bars in Trades | 141 | 154 | 127 | 141 | 154 | 127 |
Avg Bars in Winners | 222 | 268 | 185 | 222 | 268 | 185 |
Avg Bars in Losers | 88 | 94 | 81 | 88 | 94 | 81 |
Bars Traded | 12864 | 7116 | 5747 | 12864 | 7116 | 5747 |
Profit Streak | 83.8719 | 109.2053 | 83.8719 | 83.8719 | 109.2053 | 83.8719 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302560 | 246159 | -580647 | -386007 | -167396 | -582314 |
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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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