Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314270.0155 | 300439.3335 | 13830.682 | -53707.4115 | -101859.7911 | 48152.3796 |
Total P&L (%) | 314.27 | 300.4393 | 13.8307 | -53.7074 | -101.8598 | 48.1524 |
Avg Daily Profit (%) | 0.1681 | 0.1607 | 0.0074 | -0.0412 | 0 | 0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233342 | -245848 | -14973 | -390363 | -423192 | -6598 |
Profit Factor | 1.618 | 1.634 | 1.3988 | 0.9053 | 0.8146 | 3.7149 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 45.977 | 37.2093 | 54.5455 | 45.977 | 37.2093 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.9011 | 2.7574 | 1.1657 | 1.0637 | 1.3746 | 3.0957 |
Largest Winning Trade | 288615 | 288615 | 6367 | 286511 | 286511 | 16807 |
Largest Losing Trade | -68226 | -68226 | -5881 | -149091 | -149091 | -3719 |
Avg Bars in Trades | 241 | 485 | 3 | 241 | 485 | 3 |
Avg Bars in Winners | 293 | 731 | 2 | 293 | 731 | 2 |
Avg Bars in Losers | 197 | 339 | 4 | 197 | 339 | 4 |
Bars Traded | 21027 | 20875 | 152 | 21027 | 20875 | 152 |
Profit Streak | 19.0964 | 0 | 218.1798 | 19.0964 | 0 | 218.1798 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346990 | 196412 | -226955 | -579884 | -584034 | -157236 |
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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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