Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501452.322 | 354782.1024 | 146670.2196 | 417372.639 | 223000.7425 | 194371.8964 |
Total P&L (%) | 501.4523 | 354.7821 | 146.6702 | 417.3726 | 223.0007 | 194.3719 |
Avg Daily Profit (%) | 0.3706 | 0.2622 | 0.1084 | 0.1215 | 0.0867 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146857 | -79444 | -69095 | -124040 | -122593 | -91426 |
Profit Factor | 1.9378 | 2.3405 | 1.5432 | 1.5511 | 1.6474 | 1.4707 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 40.4494 | 29.5455 | 51.1111 | 40.4494 | 29.5455 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.8529 | 5.5811 | 1.4761 | 2.2835 | 3.9284 | 1.4068 |
Largest Winning Trade | 307811 | 307811 | 53079 | 122405 | 122405 | 113789 |
Largest Losing Trade | -39406 | -21951 | -39406 | -91426 | -27482 | -91426 |
Avg Bars in Trades | 178 | 155 | 200 | 178 | 155 | 200 |
Avg Bars in Winners | 312 | 323 | 305 | 312 | 323 | 305 |
Avg Bars in Losers | 87 | 84 | 91 | 87 | 84 | 91 |
Bars Traded | 15872 | 6839 | 9033 | 15872 | 6839 | 9033 |
Profit Streak | 36.9897 | 0 | 47.9897 | 36.9897 | 0 | 47.9897 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368761 | 103931 | -45953 | -30970 | -83835 | -84486 |
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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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