Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324438.2433 | 274932.0175 | 49506.2258 | -20513.7629 | 49009.7238 | -69523.4867 |
Total P&L (%) | 324.4382 | 274.932 | 49.5062 | -20.5138 | 49.0097 | -69.5235 |
Avg Daily Profit (%) | 0.2271 | 0.1924 | 0.0347 | -0.0161 | 0.0279 | -0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261555 | -103557 | -165752 | -207695 | -50909 | -164141 |
Profit Factor | 1.5943 | 2.2644 | 1.1507 | 0.9425 | 1.5508 | 0.7401 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 55.0562 | 55.5556 | 54.5455 | 55.0562 | 55.5556 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3014 | 1.8115 | 0.9589 | 0.7694 | 1.2406 | 0.6168 |
Largest Winning Trade | 151786 | 151786 | 67330 | 82602 | 34722 | 82602 |
Largest Losing Trade | -86747 | -47823 | -86747 | -110322 | -40236 | -110322 |
Avg Bars in Trades | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Winners | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 4090 | 2028 | 2062 | 4090 | 2028 | 2062 |
Profit Streak | 49.0917 | 49.0917 | 84.7584 | 49.0917 | 49.0917 | 84.7584 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418239 | 475781 | -203201 | -578894 | -154034 | -579572 |
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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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