Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201125.5153 | 256317.5462 | -55192.0309 | -53861.9738 | 281145.548 | -335007.5218 |
Total P&L (%) | 201.1255 | 256.3175 | -55.192 | -53.862 | 281.1455 | -335.0075 |
Avg Daily Profit (%) | 0.1652 | 0.2105 | -0.0453 | -0.0635 | 0.1099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245275 | -121144 | -161046 | -918975 | -458793 | -507451 |
Profit Factor | 1.3117 | 1.8445 | 0.8385 | 0.9594 | 1.4409 | 0.5141 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 47.1264 | 47.7273 | 46.5116 | 47.1264 | 47.7273 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.4717 | 2.0202 | 0.9643 | 1.0764 | 1.5781 | 0.5912 |
Largest Winning Trade | 164886 | 164886 | 46314 | 557541 | 557541 | 75684 |
Largest Losing Trade | -58017 | -34813 | -58017 | -249529 | -140921 | -249529 |
Avg Bars in Trades | 163 | 180 | 146 | 163 | 180 | 146 |
Avg Bars in Winners | 191 | 210 | 171 | 191 | 210 | 171 |
Avg Bars in Losers | 139 | 153 | 124 | 139 | 153 | 124 |
Bars Traded | 14235 | 7949 | 6285 | 14235 | 7949 | 6285 |
Profit Streak | 24.5776 | 42.161 | 0 | 24.5776 | 42.161 | 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 | 256948 | 393713 | -582083 | -579452 | -44434 | -582083 |
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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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