Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171647.1703 | 54558.0266 | 117089.1438 | -65008.9148 | -42411.241 | -22597.6738 |
Total P&L (%) | 171.6472 | 54.558 | 117.0891 | -65.0089 | -42.4112 | -22.5977 |
Avg Daily Profit (%) | 0.1676 | 0.0533 | 0.1143 | -0.1025 | -0.0539 | -0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154616 | -96259 | -104802 | -239931 | -130255 | -138258 |
Profit Factor | 1.3615 | 1.1849 | 1.6514 | 0.8269 | 0.7929 | 0.8677 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 53.1915 | 44.6809 | 61.7021 | 53.1915 | 44.6809 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.1981 | 1.467 | 1.025 | 0.7277 | 0.9816 | 0.5386 |
Largest Winning Trade | 47260 | 47260 | 29868 | 53739 | 50545 | 53739 |
Largest Losing Trade | -92521 | -47586 | -92521 | -124613 | -44768 | -124613 |
Avg Bars in Trades | 29 | 37 | 21 | 29 | 37 | 21 |
Avg Bars in Winners | 20 | 17 | 21 | 20 | 17 | 21 |
Avg Bars in Losers | 40 | 54 | 21 | 40 | 54 | 21 |
Bars Traded | 2798 | 1780 | 1018 | 2798 | 1780 | 1018 |
Profit Streak | 11.6877 | 0 | 24.6877 | 11.6877 | 0 | 24.6877 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337477 | -141944 | -35476 | -579207 | -582765 | -577875 |
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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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