Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540764.2255 | 459234.5652 | 81529.6602 | 74118.0681 | 128081.5101 | -53963.442 |
Total P&L (%) | 540.7642 | 459.2346 | 81.5297 | 74.1181 | 128.0815 | -53.9634 |
Avg Daily Profit (%) | 0.364 | 0.3091 | 0.0549 | 0.0373 | 0.0555 | -0.0522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146758 | -119688 | -88834 | -398765 | -343263 | -251649 |
Profit Factor | 1.8491 | 2.3447 | 1.2761 | 1.0443 | 1.1427 | 0.9305 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 37.8947 | 29.7872 | 45.8333 | 37.8947 | 29.7872 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.0305 | 5.5268 | 1.5081 | 1.7115 | 2.6935 | 1.0997 |
Largest Winning Trade | 428377 | 428377 | 75867 | 371752 | 371752 | 129715 |
Largest Losing Trade | -37012 | -37012 | -35571 | -145174 | -112950 | -145174 |
Avg Bars in Trades | 89 | 60 | 118 | 89 | 60 | 118 |
Avg Bars in Winners | 157 | 105 | 190 | 157 | 105 | 190 |
Avg Bars in Losers | 48 | 41 | 57 | 48 | 41 | 57 |
Bars Traded | 8548 | 2861 | 5687 | 8548 | 2861 | 5687 |
Profit Streak | 28.8793 | 37.2127 | 28.8793 | 28.8793 | 37.2127 | 28.8793 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342029 | 177448 | -119579 | -317188 | -189335 | -580102 |
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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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