Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364010.5012 | 294274.4855 | 69736.0157 | -143595.644 | 63526.0373 | -207121.6813 |
Total P&L (%) | 364.0105 | 294.2745 | 69.736 | -143.5956 | 63.526 | -207.1217 |
Avg Daily Profit (%) | 0.1928 | 0.1558 | 0.0369 | 0 | 0.026 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133066 | -71388 | -168849 | -266935 | -42888 | -282336 |
Profit Factor | 1.5398 | 2.0194 | 1.1808 | 0.6802 | 1.5882 | 0.3926 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 25 | 31 | 40 | 24 | 16 |
Losing Trades | 36 | 21 | 15 | 52 | 22 | 30 |
Profitability (%) | 60.8696 | 54.3478 | 67.3913 | 43.4783 | 52.1739 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.9899 | 1.6963 | 0.5714 | 0.8843 | 1.4559 | 0.7362 |
Largest Winning Trade | 110176 | 110176 | 38708 | 31024 | 31003 | 31024 |
Largest Losing Trade | -107311 | -43297 | -107311 | -127626 | -16786 | -127626 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 56 | 58 | 54 | 102 | 105 | 97 |
Avg Bars in Losers | 115 | 115 | 115 | 62 | 62 | 61 |
Bars Traded | 7322 | 3902 | 3420 | 7322 | 3902 | 3420 |
Profit Streak | 32.5471 | 35.5471 | 32.5471 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363352 | 441408 | -163981 | -583068 | -156305 | -586622 |
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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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