Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298090.0021 | 417019.889 | -118929.8869 | -98099.8568 | 131742.3311 | -229842.1879 |
Total P&L (%) | 298.09 | 417.0199 | -118.9299 | -98.0999 | 131.7423 | -229.8422 |
Avg Daily Profit (%) | 0.1537 | 0.215 | -0.0613 | -0.2042 | 0.0433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210160 | -184365 | -155309 | -254413 | -44002 | -239194 |
Profit Factor | 1.3498 | 1.8276 | 0.6586 | 0.7187 | 2.8579 | 0.1727 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 44.8276 | 41.8605 | 47.7273 | 44.8276 | 41.8605 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.6613 | 2.5384 | 0.7213 | 0.8845 | 3.9693 | 0.1891 |
Largest Winning Trade | 468666 | 468666 | 35654 | 128467 | 128467 | 23740 |
Largest Losing Trade | -91373 | -54846 | -91373 | -233592 | -16964 | -233592 |
Avg Bars in Trades | 87 | 103 | 71 | 87 | 103 | 71 |
Avg Bars in Winners | 88 | 95 | 82 | 88 | 95 | 82 |
Avg Bars in Losers | 86 | 108 | 61 | 86 | 108 | 61 |
Bars Traded | 7594 | 4444 | 3150 | 7594 | 4444 | 3150 |
Profit Streak | 175.1721 | 178.4221 | 175.1721 | 175.1721 | 178.4221 | 175.1721 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301836 | 340520 | -580247 | -581118 | -131310 | -580247 |
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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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