Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271449.6017 | 208696.8986 | 62752.7031 | 25832.2965 | 71919.4406 | -46087.1441 |
Total P&L (%) | 271.4496 | 208.6969 | 62.7527 | 25.8323 | 71.9194 | -46.0871 |
Avg Daily Profit (%) | 0.1989 | 0.1529 | 0.046 | 0.0168 | 0.0397 | -0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135941 | -100401 | -120940 | -239580 | -127238 | -178232 |
Profit Factor | 1.4664 | 1.6392 | 1.2456 | 1.0372 | 1.1857 | 0.8501 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 52.8736 | 48.8372 | 56.8182 | 52.8736 | 48.8372 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.307 | 1.7172 | 0.9466 | 0.9244 | 1.2422 | 0.6461 |
Largest Winning Trade | 141218 | 141218 | 55006 | 151458 | 151458 | 32165 |
Largest Losing Trade | -46085 | -34467 | -46085 | -69700 | -56854 | -69700 |
Avg Bars in Trades | 44 | 52 | 36 | 44 | 52 | 36 |
Avg Bars in Winners | 54 | 66 | 44 | 54 | 66 | 44 |
Avg Bars in Losers | 33 | 39 | 26 | 33 | 39 | 26 |
Bars Traded | 3878 | 2269 | 1609 | 3878 | 2269 | 1609 |
Profit Streak | 39.008 | 0 | 55.6747 | 39.008 | 0 | 55.6747 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355097 | 357167 | -132388 | -353977 | -156499 | -579273 |
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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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