Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315814.7835 | 391561.9977 | -75747.2142 | -92282.9717 | -11230.2948 | -81052.6768 |
Total P&L (%) | 315.8148 | 391.562 | -75.7472 | -92.283 | -11.2303 | -81.0527 |
Avg Daily Profit (%) | 0.1343 | 0.1665 | -0.0322 | -0.1089 | -0.0051 | -0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231745 | -94323 | -293603 | -115773 | -27006 | -97074 |
Profit Factor | 1.4858 | 2.5583 | 0.8101 | 0.3557 | 0.6976 | 0.236 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 52.2222 | 46.6667 | 57.7778 | 52.2222 | 46.6667 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.3593 | 2.9238 | 0.592 | 0.3254 | 0.7972 | 0.1725 |
Largest Winning Trade | 393556 | 393556 | 55683 | 8125 | 6361 | 8125 |
Largest Losing Trade | -76339 | -38520 | -76339 | -73231 | -13734 | -73231 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 55 | 35 | 72 | 55 | 35 | 72 |
Avg Bars in Losers | 38 | 49 | 25 | 38 | 49 | 25 |
Bars Traded | 4278 | 1920 | 2358 | 4278 | 1920 | 2358 |
Profit Streak | 8.9561 | 59.4561 | 8.9561 | 8.9561 | 59.4561 | 8.9561 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10909 | 445553 | -579035 | -579133 | -580613 | -579035 |
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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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