Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490638.0089 | 420485.992 | 70152.017 | 379654.0836 | 264066.645 | 115587.4386 |
Total P&L (%) | 490.638 | 420.486 | 70.152 | 379.6541 | 264.0666 | 115.5874 |
Avg Daily Profit (%) | 0.2145 | 0.1839 | 0.0307 | 0.0686 | 0.0565 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136569 | -156919 | -65462 | -341635 | -403420 | -176837 |
Profit Factor | 1.9487 | 2.3961 | 1.3248 | 1.2825 | 1.3163 | 1.227 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 45.8824 | 51.1628 | 40.4762 | 45.8824 | 51.1628 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.2985 | 2.2872 | 1.9482 | 1.5127 | 1.2565 | 1.8044 |
Largest Winning Trade | 196358 | 196358 | 52149 | 414640 | 414640 | 137637 |
Largest Losing Trade | -39083 | -39083 | -34278 | -171695 | -171695 | -120069 |
Avg Bars in Trades | 49 | 46 | 53 | 49 | 46 | 53 |
Avg Bars in Winners | 73 | 60 | 89 | 73 | 60 | 89 |
Avg Bars in Losers | 29 | 30 | 29 | 29 | 30 | 29 |
Bars Traded | 4237 | 1985 | 2252 | 4237 | 1985 | 2252 |
Profit Streak | 75.3274 | 116.8274 | 0 | 75.3274 | 116.8274 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382687 | 461282 | -154221 | -101094 | -116502 | -150924 |
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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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