Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232390.6541 | 215539.6609 | 16850.9932 | 4156.5043 | -101488.7128 | 105645.2171 |
Total P&L (%) | 232.3907 | 215.5397 | 16.851 | 4.1565 | -101.4887 | 105.6452 |
Avg Daily Profit (%) | 0.2231 | 0.2069 | 0.0162 | 0.0039 | 0 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119936 | -127294 | -17347 | -398308 | -444047 | -23850 |
Profit Factor | 1.5823 | 1.6218 | 1.3213 | 1.0048 | 0.873 | 2.4584 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 43.956 | 28.8889 | 58.6957 | 43.956 | 28.8889 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.0174 | 3.992 | 0.9298 | 1.2811 | 2.1488 | 1.73 |
Largest Winning Trade | 259991 | 259991 | 7639 | 230143 | 230143 | 21528 |
Largest Losing Trade | -31063 | -31063 | -6853 | -132236 | -132236 | -15559 |
Avg Bars in Trades | 266 | 521 | 17 | 266 | 521 | 17 |
Avg Bars in Winners | 256 | 755 | 17 | 256 | 755 | 17 |
Avg Bars in Losers | 274 | 426 | 18 | 274 | 426 | 18 |
Bars Traded | 24270 | 23465 | 805 | 24270 | 23465 | 805 |
Profit Streak | 5.4338 | 0 | 31.7671 | 5.4338 | 0 | 31.7671 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336187 | -1858 | -179659 | -570050 | -590609 | -93785 |
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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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