Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611938.0082 | 538498.5467 | 73439.4615 | 98615.412 | 806660.7874 | -708045.3753 |
Total P&L (%) | 611.938 | 538.4985 | 73.4395 | 98.6154 | 806.6608 | -708.0454 |
Avg Daily Profit (%) | 0.2443 | 0.215 | 0.0293 | 0.0274 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168889 | -149941 | -100275 | -1086494 | -288824 | -917298 |
Profit Factor | 1.8839 | 2.2372 | 1.2856 | 1.0544 | 2.2251 | 0.3863 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8839 | 2.5569 | 1.1249 | 1.0544 | 2.5429 | 0.3381 |
Largest Winning Trade | 428075 | 428075 | 35943 | 930128 | 930128 | 85474 |
Largest Losing Trade | -74826 | -37313 | -74826 | -858562 | -89776 | -858562 |
Avg Bars in Trades | 79 | 123 | 35 | 79 | 123 | 35 |
Avg Bars in Winners | 93 | 154 | 40 | 93 | 154 | 40 |
Avg Bars in Losers | 65 | 97 | 29 | 65 | 97 | 29 |
Bars Traded | 7171 | 5579 | 1593 | 7171 | 5579 | 1593 |
Profit Streak | 345.5122 | 345.8456 | 345.5122 | 345.5122 | 345.8456 | 345.5122 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489468 | 437717 | -152252 | -315338 | -71009 | -579314 |
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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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