Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254453.4719 | 165140.035 | 89313.437 | 292224.2659 | 1362231.207 | -1070006.941 |
Total P&L (%) | 254.4535 | 165.14 | 89.3134 | 292.2243 | 1362.2312 | -1070.0069 |
Avg Daily Profit (%) | 0.14 | 0.0909 | 0.0492 | 0.0752 | 0.1477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128679 | -41233 | -146979 | -1837355 | -265145 | -2550495 |
Profit Factor | 1.7758 | 2.3239 | 1.4394 | 1.0714 | 2.6519 | 0.6723 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 82.6087 | 80.4348 | 84.7826 | 82.6087 | 80.4348 | 84.7826 |
Ratio Avg Win / Avg Loss | 0.3738 | 0.5653 | 0.2584 | 0.2256 | 0.6451 | 0.1207 |
Largest Winning Trade | 21344 | 19403 | 21344 | 247500 | 247500 | 163573 |
Largest Losing Trade | -61248 | -39350 | -61248 | -1136138 | -245659 | -1136138 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 129 | 125 | 133 | 129 | 125 | 133 |
Bars Traded | 3281 | 1654 | 1627 | 3281 | 1654 | 1627 |
Profit Streak | 18.8355 | 150.3355 | 18.8355 | 18.8355 | 150.3355 | 18.8355 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 8448 | -65009 | -123010 | -230349 | 426671 | -575790 |
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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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