Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159762.0336 | 49164.1026 | 110597.931 | -69300.8131 | -55502.4995 | -13798.3136 |
Total P&L (%) | 159.762 | 49.1641 | 110.5979 | -69.3008 | -55.5025 | -13.7983 |
Avg Daily Profit (%) | 0.1545 | 0.0475 | 0.107 | -0.1141 | -0.0783 | -0.0144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176949 | -104496 | -115034 | -252295 | -137037 | -131720 |
Profit Factor | 1.332 | 1.1673 | 1.5905 | 0.8085 | 0.7262 | 0.9133 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 54.3478 | 45.6522 | 63.0435 | 54.3478 | 45.6522 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.1189 | 1.3896 | 0.9323 | 0.6791 | 0.8645 | 0.5354 |
Largest Winning Trade | 47260 | 47260 | 29868 | 55711 | 50545 | 55711 |
Largest Losing Trade | -92521 | -47586 | -92521 | -103611 | -58064 | -103611 |
Avg Bars in Trades | 30 | 38 | 22 | 30 | 38 | 22 |
Avg Bars in Winners | 20 | 17 | 21 | 20 | 17 | 21 |
Avg Bars in Losers | 42 | 56 | 22 | 42 | 56 | 22 |
Bars Traded | 2798 | 1782 | 1015 | 2798 | 1782 | 1015 |
Profit Streak | 21.1987 | 0 | 34.1987 | 21.1987 | 0 | 34.1987 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319387 | -168986 | -46963 | -579417 | -582395 | -577742 |
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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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