Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372333.2798 | 265296.8242 | 107036.4556 | 61179.6499 | 114393.1102 | -53213.4603 |
Total P&L (%) | 372.3333 | 265.2968 | 107.0365 | 61.1797 | 114.3931 | -53.2135 |
Avg Daily Profit (%) | 0.2205 | 0.1571 | 0.0634 | 0.0283 | 0.0452 | -0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123237 | -127088 | -68445 | -313954 | -200565 | -210861 |
Profit Factor | 1.7415 | 2.1887 | 1.3837 | 1.0712 | 1.3671 | 0.9028 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 50 | 41.6667 | 58.3333 | 50 | 41.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.7415 | 3.0642 | 0.9884 | 1.0712 | 1.914 | 0.6449 |
Largest Winning Trade | 170936 | 170936 | 52522 | 180273 | 180273 | 115695 |
Largest Losing Trade | -68445 | -49551 | -68445 | -210861 | -48973 | -210861 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 46 | 53 | 41 | 46 | 53 | 41 |
Avg Bars in Losers | 22 | 17 | 29 | 22 | 17 | 29 |
Bars Traded | 3320 | 1562 | 1758 | 3320 | 1562 | 1758 |
Profit Streak | 167.811 | 184.811 | 167.811 | 167.811 | 184.811 | 167.811 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459530 | 346479 | -107219 | -296237 | -132759 | -578641 |
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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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