Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290614.4362 | 234102.4044 | 56512.0318 | 91704.7592 | 194921.2302 | -103216.471 |
Total P&L (%) | 290.6144 | 234.1024 | 56.512 | 91.7048 | 194.9212 | -103.2165 |
Avg Daily Profit (%) | 0.279 | 0.2247 | 0.0543 | 0.0625 | 0.1039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159882 | -97313 | -115321 | -285616 | -183828 | -280985 |
Profit Factor | 1.5495 | 1.8194 | 1.2324 | 1.0887 | 1.3915 | 0.8073 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 44.086 | 34.0426 | 54.3478 | 44.086 | 34.0426 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.9652 | 3.525 | 1.0352 | 1.3808 | 2.696 | 0.6781 |
Largest Winning Trade | 167678 | 167678 | 31543 | 200878 | 200878 | 53929 |
Largest Losing Trade | -44577 | -20309 | -44577 | -151471 | -42129 | -151471 |
Avg Bars in Trades | 263 | 260 | 266 | 263 | 260 | 266 |
Avg Bars in Winners | 355 | 375 | 342 | 355 | 375 | 342 |
Avg Bars in Losers | 190 | 201 | 175 | 190 | 201 | 175 |
Bars Traded | 24492 | 12246 | 12246 | 24492 | 12246 | 12246 |
Profit Streak | 0 | 0 | 33.8182 | 0 | 0 | 33.8182 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322704 | 185749 | -120064 | -234447 | -58662 | -579146 |
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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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