Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254559.3665 | 99386.5218 | 155172.8447 | -7767.7141 | 117397.345 | -125165.0591 |
Total P&L (%) | 254.5594 | 99.3865 | 155.1728 | -7.7677 | 117.3973 | -125.1651 |
Avg Daily Profit (%) | 0.1578 | 0.0616 | 0.0962 | -0.005 | 0.0482 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187407 | -82479 | -155771 | -346633 | -142751 | -495110 |
Profit Factor | 1.4632 | 1.4372 | 1.4815 | 0.9938 | 1.2759 | 0.8473 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 63.5294 | 62.7907 | 64.2857 | 63.5294 | 62.7907 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.84 | 0.8516 | 0.8231 | 0.5705 | 0.7561 | 0.4707 |
Largest Winning Trade | 50573 | 40965 | 50573 | 88140 | 88140 | 72134 |
Largest Losing Trade | -76549 | -33457 | -76549 | -228620 | -68035 | -228620 |
Avg Bars in Trades | 106 | 54 | 159 | 106 | 54 | 159 |
Avg Bars in Winners | 105 | 41 | 169 | 105 | 41 | 169 |
Avg Bars in Losers | 107 | 75 | 141 | 107 | 75 | 141 |
Bars Traded | 9021 | 2338 | 6683 | 9021 | 2338 | 6683 |
Profit Streak | 59.588 | 59.588 | 75.7547 | 59.588 | 59.588 | 75.7547 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356793 | -109119 | -62137 | -577541 | -128053 | -577917 |
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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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