Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370829.2757 | 355874.6113 | 14954.6644 | -26399.1653 | 145075.7916 | -171474.957 |
Total P&L (%) | 370.8293 | 355.8746 | 14.9547 | -26.3992 | 145.0758 | -171.475 |
Avg Daily Profit (%) | 0.1974 | 0.1894 | 0.008 | -0.0163 | 0.0477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241327 | -186085 | -111341 | -889092 | -593209 | -346185 |
Profit Factor | 1.5055 | 1.9662 | 1.0409 | 0.983 | 1.1617 | 0.7375 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 55.2941 | 44.186 | 66.6667 | 55.2941 | 44.186 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2172 | 2.4836 | 0.5205 | 0.7947 | 1.4674 | 0.3687 |
Largest Winning Trade | 154474 | 154474 | 47218 | 292512 | 292512 | 95854 |
Largest Losing Trade | -71890 | -45758 | -71890 | -412180 | -412180 | -202800 |
Avg Bars in Trades | 125 | 110 | 139 | 125 | 110 | 139 |
Avg Bars in Winners | 130 | 139 | 124 | 130 | 139 | 124 |
Avg Bars in Losers | 118 | 87 | 171 | 118 | 87 | 171 |
Bars Traded | 10630 | 4752 | 5878 | 10630 | 4752 | 5878 |
Profit Streak | 39.7287 | 39.7287 | 76.562 | 39.7287 | 39.7287 | 76.562 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390214 | 345706 | -368227 | -578876 | -173505 | -578016 |
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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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