Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509133.0536 | 439896.6067 | 69236.4469 | 189880.2522 | 331722.775 | -141842.5227 |
Total P&L (%) | 509.1331 | 439.8966 | 69.2364 | 189.8803 | 331.7228 | -141.8425 |
Avg Daily Profit (%) | 0.2715 | 0.2345 | 0.0369 | 0.0568 | 0.078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200756 | -111520 | -177972 | -393599 | -208217 | -315621 |
Profit Factor | 1.7807 | 2.4352 | 1.2003 | 1.2299 | 1.9141 | 0.6937 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 50 | 45.8333 | 54.1667 | 50 | 45.8333 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7807 | 2.8779 | 1.0156 | 1.2299 | 2.2621 | 0.5869 |
Largest Winning Trade | 252093 | 252093 | 65054 | 259543 | 259543 | 65054 |
Largest Losing Trade | -44325 | -40720 | -44325 | -131497 | -131497 | -121390 |
Avg Bars in Trades | 112 | 95 | 129 | 112 | 95 | 129 |
Avg Bars in Winners | 163 | 144 | 179 | 163 | 144 | 179 |
Avg Bars in Losers | 61 | 53 | 70 | 61 | 53 | 70 |
Bars Traded | 10776 | 4564 | 6212 | 10776 | 4564 | 6212 |
Profit Streak | 256.1097 | 256.1097 | 327.6097 | 256.1097 | 256.1097 | 327.6097 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491621 | 431840 | -142187 | -115834 | -85711 | -578804 |
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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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