Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260944.3129 | 92290.1585 | 168654.1544 | 82039.4723 | -232678.0302 | 314717.5026 |
Total P&L (%) | 260.9443 | 92.2902 | 168.6542 | 82.0395 | -232.678 | 314.7175 |
Avg Daily Profit (%) | 0.1575 | 0.0557 | 0.1018 | 0.0362 | 0 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187044 | -182871 | -55303 | -381643 | -448041 | -54484 |
Profit Factor | 1.5002 | 1.2699 | 1.9386 | 1.074 | 0.7116 | 2.0445 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 54.0816 | 46.9388 | 61.2245 | 54.0816 | 46.9388 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.2738 | 1.4355 | 1.2278 | 0.9119 | 0.8044 | 1.2949 |
Largest Winning Trade | 97892 | 97892 | 50618 | 97892 | 97892 | 64111 |
Largest Losing Trade | -50460 | -50460 | -49319 | -204757 | -204757 | -33740 |
Avg Bars in Trades | 47 | 63 | 31 | 47 | 63 | 31 |
Avg Bars in Winners | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Losers | 55 | 79 | 23 | 55 | 79 | 23 |
Bars Traded | 4672 | 3109 | 1563 | 4672 | 3109 | 1563 |
Profit Streak | 32.1847 | 0 | 35.1847 | 32.1847 | 0 | 35.1847 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356256 | -119723 | -52404 | -283997 | -581872 | -73406 |
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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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