Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238552.4969 | 194139.29 | 44413.2069 | -23880.7194 | -104346.6169 | 80465.8975 |
Total P&L (%) | 238.5525 | 194.1393 | 44.4132 | -23.8807 | -104.3466 | 80.4659 |
Avg Daily Profit (%) | 0.1741 | 0.1417 | 0.0324 | -0.0199 | 0 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149829 | -88854 | -145020 | -423016 | -291706 | -265762 |
Profit Factor | 1.3602 | 1.5875 | 1.1338 | 0.9804 | 0.8548 | 1.1613 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 46.7391 | 45.6522 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.55 | 1.8898 | 1.2369 | 1.1172 | 1.0176 | 1.2668 |
Largest Winning Trade | 114476 | 114476 | 43702 | 145369 | 145369 | 84346 |
Largest Losing Trade | -53870 | -49564 | -53870 | -128820 | -112323 | -128820 |
Avg Bars in Trades | 86 | 94 | 77 | 86 | 94 | 77 |
Avg Bars in Winners | 102 | 103 | 100 | 102 | 103 | 100 |
Avg Bars in Losers | 72 | 87 | 56 | 72 | 87 | 56 |
Bars Traded | 7934 | 4354 | 3580 | 7934 | 4354 | 3580 |
Profit Streak | 28.3764 | 46.543 | 0 | 28.3764 | 46.543 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305301 | -1946 | -225476 | -579593 | -580170 | -179246 |
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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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