Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19156.229 | 85248.5574 | -66092.3284 | 1485127.0834 | 317495.8257 | 1167631.2578 |
Total P&L (%) | 19.1562 | 85.2486 | -66.0923 | 1485.1271 | 317.4958 | 1167.6313 |
Avg Daily Profit (%) | 0.0142 | 0.063 | -0.0488 | 0.2044 | 0.1057 | 0.1878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -355199 | -50739 | -388347 | -438781 | -347265 | -395064 |
Profit Factor | 1.0253 | 1.5233 | 0.8888 | 1.7531 | 1.4292 | 1.9476 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 24 | 29 | 53 | 25 | 28 |
Losing Trades | 37 | 21 | 16 | 37 | 20 | 17 |
Profitability (%) | 58.8889 | 53.3333 | 64.4444 | 58.8889 | 55.5556 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.7158 | 1.3329 | 0.4904 | 1.2239 | 1.1434 | 1.1825 |
Largest Winning Trade | 56972 | 40307 | 56972 | 662451 | 310912 | 662451 |
Largest Losing Trade | -281992 | -24674 | -281992 | -282715 | -180608 | -282715 |
Avg Bars in Trades | 87 | 22 | 152 | 87 | 22 | 152 |
Avg Bars in Winners | 83 | 20 | 135 | 79 | 20 | 131 |
Avg Bars in Losers | 93 | 25 | 182 | 99 | 25 | 186 |
Bars Traded | 7875 | 1021 | 6854 | 7875 | 1021 | 6854 |
Profit Streak | 20.2379 | 106.2379 | 0 | 20.2379 | 106.2379 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -373810 | -105634 | -578839 | 440461 | -49037 | 438198 |
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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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