Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397821.5548 | 343105.6842 | 54715.8706 | 173382.1964 | 218439.201 | -45057.0046 |
Total P&L (%) | 397.8216 | 343.1057 | 54.7159 | 173.3822 | 218.4392 | -45.057 |
Avg Daily Profit (%) | 0.2131 | 0.1838 | 0.0293 | 0.0539 | 0.0621 | -0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97987 | -112293 | -91241 | -184356 | -147398 | -176208 |
Profit Factor | 1.7519 | 2.1529 | 1.2363 | 1.2352 | 1.5881 | 0.8768 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.6882 | 53.1915 | 52.1739 | 52.6882 | 53.1915 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.5731 | 1.8945 | 1.1333 | 1.1091 | 1.3975 | 0.8038 |
Largest Winning Trade | 212715 | 212715 | 52237 | 143781 | 143781 | 62574 |
Largest Losing Trade | -41397 | -35515 | -41397 | -91315 | -64282 | -91315 |
Avg Bars in Trades | 113 | 104 | 121 | 113 | 104 | 121 |
Avg Bars in Winners | 149 | 144 | 155 | 149 | 144 | 155 |
Avg Bars in Losers | 72 | 59 | 85 | 72 | 59 | 85 |
Bars Traded | 10515 | 4914 | 5601 | 10515 | 4914 | 5601 |
Profit Streak | 75.9524 | 243.1191 | 75.9524 | 75.9524 | 243.1191 | 75.9524 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468826 | 487560 | -154130 | -119289 | -106229 | -579864 |
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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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