Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292946.5374 | 284212.5835 | 8733.9539 | -25366.9055 | 65627.1249 | -90994.0304 |
Total P&L (%) | 292.9465 | 284.2126 | 8.734 | -25.3669 | 65.6271 | -90.994 |
Avg Daily Profit (%) | 0.1546 | 0.15 | 0.0046 | -0.0154 | 0.0266 | -0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140362 | -114012 | -88481 | -504826 | -331189 | -284963 |
Profit Factor | 1.4117 | 1.73 | 1.0271 | 0.9847 | 1.071 | 0.8753 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 46.1538 | 43.4783 | 48.8889 | 46.1538 | 43.4783 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.6469 | 2.249 | 1.0738 | 1.1488 | 1.3923 | 0.9151 |
Largest Winning Trade | 173424 | 173424 | 47546 | 200133 | 200133 | 80184 |
Largest Losing Trade | -48761 | -42668 | -48761 | -166550 | -166550 | -139746 |
Avg Bars in Trades | 58 | 34 | 83 | 58 | 34 | 83 |
Avg Bars in Winners | 85 | 47 | 120 | 85 | 47 | 120 |
Avg Bars in Losers | 35 | 25 | 47 | 35 | 25 | 47 |
Bars Traded | 5338 | 1602 | 3736 | 5338 | 1602 | 3736 |
Profit Streak | 56.2409 | 65.5742 | 0 | 56.2409 | 65.5742 | 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 | 303081 | 307525 | -543519 | -579802 | -301944 | -581144 |
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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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