Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358893.5847 | 321598.4142 | 37295.1704 | -144879.2612 | 4006.5178 | -148885.779 |
Total P&L (%) | 358.8936 | 321.5984 | 37.2952 | -144.8793 | 4.0065 | -148.8858 |
Avg Daily Profit (%) | 0.1931 | 0.1731 | 0.0201 | 0 | 0.0021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125282 | -79317 | -108269 | -188382 | -54936 | -160675 |
Profit Factor | 1.5283 | 2.2136 | 1.09 | 0.6501 | 1.0276 | 0.4462 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 31 | 24 | 36 | 17 | 19 |
Losing Trades | 36 | 15 | 21 | 55 | 29 | 26 |
Profitability (%) | 60.4396 | 67.3913 | 53.3333 | 39.5604 | 36.9565 | 42.2222 |
Ratio Avg Win / Avg Loss | 1.0003 | 1.0711 | 0.9538 | 0.9932 | 1.7529 | 0.6107 |
Largest Winning Trade | 79774 | 79774 | 51669 | 30486 | 30486 | 24374 |
Largest Losing Trade | -105254 | -41663 | -105254 | -81579 | -31245 | -81579 |
Avg Bars in Trades | 58 | 41 | 74 | 58 | 41 | 74 |
Avg Bars in Winners | 65 | 44 | 92 | 49 | 41 | 56 |
Avg Bars in Losers | 47 | 37 | 54 | 63 | 41 | 87 |
Bars Traded | 5287 | 1930 | 3356 | 5287 | 1930 | 3356 |
Profit Streak | 0 | 0 | 0 | 49.9411 | 49.9411 | 164.2745 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382942 | 461522 | -291199 | -583604 | -549266 | -582770 |
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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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