Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298445.7482 | 305931.4508 | -7485.7026 | -85122.072 | 56935.1775 | -142057.2495 |
Total P&L (%) | 298.4457 | 305.9315 | -7.4857 | -85.1221 | 56.9352 | -142.0573 |
Avg Daily Profit (%) | 0.1571 | 0.161 | -0.0039 | -0.1002 | 0.0237 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157818 | -107821 | -150401 | -117601 | -17987 | -132628 |
Profit Factor | 1.3772 | 1.8449 | 0.9826 | 0.6761 | 1.7618 | 0.2446 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 44.8276 | 44.186 | 45.4545 | 44.8276 | 44.186 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.695 | 2.3304 | 1.1791 | 0.8321 | 2.2254 | 0.2935 |
Largest Winning Trade | 309927 | 309927 | 49452 | 91031 | 91031 | 11774 |
Largest Losing Trade | -81602 | -33344 | -81602 | -84696 | -16916 | -84696 |
Avg Bars in Trades | 85 | 50 | 119 | 85 | 50 | 119 |
Avg Bars in Winners | 120 | 60 | 176 | 120 | 60 | 176 |
Avg Bars in Losers | 56 | 41 | 70 | 56 | 41 | 70 |
Bars Traded | 7399 | 2158 | 5241 | 7399 | 2158 | 5241 |
Profit Streak | 68.1515 | 68.1515 | 92.4015 | 68.1515 | 68.1515 | 92.4015 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306806 | 328929 | -579460 | -581176 | -160363 | -581127 |
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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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