Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312064.4409 | 261569.6961 | 50494.7448 | -54891.4409 | 11494.9245 | -66386.3654 |
Total P&L (%) | 312.0644 | 261.5697 | 50.4947 | -54.8914 | 11.4949 | -66.3864 |
Avg Daily Profit (%) | 0.1625 | 0.1362 | 0.0263 | -0.0414 | 0.0057 | -0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221458 | -165905 | -90155 | -232375 | -145448 | -92615 |
Profit Factor | 1.3883 | 1.5879 | 1.1407 | 0.8807 | 1.043 | 0.6555 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 46.875 | 41.6667 | 52.0833 | 46.875 | 41.6667 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.5734 | 2.2231 | 1.0495 | 0.9982 | 1.4601 | 0.6031 |
Largest Winning Trade | 260941 | 260941 | 44627 | 112768 | 112768 | 39771 |
Largest Losing Trade | -62125 | -62125 | -53726 | -92691 | -92691 | -55542 |
Avg Bars in Trades | 37 | 41 | 32 | 37 | 41 | 32 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 26 | 33 | 18 | 26 | 33 | 18 |
Bars Traded | 3580 | 2004 | 1576 | 3580 | 2004 | 1576 |
Profit Streak | 100.4708 | 112.4708 | 100.4708 | 100.4708 | 112.4708 | 100.4708 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340968 | -10447 | -223453 | -580341 | -479983 | -579460 |
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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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