Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235484.2629 | 92892.9042 | 142591.3587 | -197657.4469 | -79869.5274 | -117787.9194 |
Total P&L (%) | 235.4843 | 92.8929 | 142.5914 | -197.6574 | -79.8695 | -117.7879 |
Avg Daily Profit (%) | 0.158 | 0.0623 | 0.0957 | 0 | -0.1075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123511 | -81385 | -149101 | -425901 | -169624 | -400915 |
Profit Factor | 1.3614 | 1.3988 | 1.3406 | 0.7821 | 0.7165 | 0.8117 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 24 | 23 | 49 | 22 | 27 |
Losing Trades | 45 | 22 | 23 | 43 | 24 | 19 |
Profitability (%) | 51.087 | 52.1739 | 50 | 53.2609 | 47.8261 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.3035 | 1.2823 | 1.3406 | 0.6864 | 0.7816 | 0.5712 |
Largest Winning Trade | 69400 | 60210 | 69400 | 88380 | 60210 | 88380 |
Largest Losing Trade | -118080 | -33951 | -118080 | -359034 | -58618 | -359034 |
Avg Bars in Trades | 46 | 15 | 76 | 46 | 15 | 76 |
Avg Bars in Winners | 59 | 10 | 110 | 47 | 18 | 71 |
Avg Bars in Losers | 32 | 21 | 43 | 44 | 13 | 84 |
Bars Traded | 4257 | 727 | 3530 | 4257 | 727 | 3530 |
Profit Streak | 11.4195 | 0 | 19.7529 | 0 | 155.7529 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314689 | -108359 | -64245 | -580109 | -579919 | -579577 |
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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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