Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255894.0413 | 374703.5098 | -118809.4685 | -79859.0048 | 13129.95 | -92988.9548 |
Total P&L (%) | 255.894 | 374.7035 | -118.8095 | -79.859 | 13.13 | -92.989 |
Avg Daily Profit (%) | 0.1085 | 0.1589 | -0.0504 | -0.0679 | 0.0052 | -0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174426 | -71349 | -267872 | -141628 | -78600 | -131881 |
Profit Factor | 1.3856 | 2.3453 | 0.6914 | 0.7319 | 1.0945 | 0.4147 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.0108 | 42.5532 | 43.4783 | 43.0108 | 42.5532 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.836 | 3.1661 | 0.8989 | 0.9697 | 1.4775 | 0.5391 |
Largest Winning Trade | 372893 | 372893 | 73067 | 62282 | 62282 | 13873 |
Largest Losing Trade | -63736 | -52056 | -63736 | -78600 | -78600 | -46139 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 60 | 44 | 76 | 60 | 44 | 76 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 3741 | 1567 | 2174 | 3741 | 1567 | 2174 |
Profit Streak | 259.6707 | 259.6707 | 494.6707 | 259.6707 | 259.6707 | 494.6707 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47860 | 342404 | -581869 | -582277 | -373054 | -581869 |
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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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