Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318637.1436 | 319873.6845 | -1236.5409 | -38145.4831 | -43023.418 | 4877.935 |
Total P&L (%) | 318.6371 | 319.8737 | -1.2365 | -38.1455 | -43.0234 | 4.8779 |
Avg Daily Profit (%) | 0.1713 | 0.172 | -0.0007 | -0.0258 | -0.0302 | 0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178319 | -190021 | -42706 | -497876 | -544621 | -76346 |
Profit Factor | 1.5037 | 1.6291 | 0.99 | 0.9682 | 0.9572 | 1.025 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 58.2418 | 57.7778 | 58.6957 | 58.2418 | 57.7778 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.0781 | 1.1905 | 0.6967 | 0.6942 | 0.6995 | 0.7213 |
Largest Winning Trade | 103782 | 103782 | 21125 | 189281 | 189281 | 90246 |
Largest Losing Trade | -66688 | -66688 | -41630 | -345067 | -345067 | -65802 |
Avg Bars in Trades | 76 | 149 | 4 | 76 | 149 | 4 |
Avg Bars in Winners | 39 | 77 | 2 | 39 | 77 | 2 |
Avg Bars in Losers | 127 | 248 | 6 | 127 | 248 | 6 |
Bars Traded | 6925 | 6727 | 197 | 6925 | 6727 | 197 |
Profit Streak | 81.1777 | 81.1777 | 298.6777 | 81.1777 | 81.1777 | 298.6777 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409781 | 395530 | -577909 | -578099 | -579145 | -546956 |
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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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