Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358356.2116 | 318134.7983 | 40221.4133 | 18675.0371 | 135528.454 | -116853.4169 |
Total P&L (%) | 358.3562 | 318.1348 | 40.2214 | 18.675 | 135.5285 | -116.8534 |
Avg Daily Profit (%) | 0.1897 | 0.1684 | 0.0213 | 0.0091 | 0.0453 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134268 | -68371 | -134843 | -138389 | -95167 | -160193 |
Profit Factor | 1.4914 | 1.9411 | 1.1028 | 1.026 | 1.432 | 0.7103 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.7273 | 40.9091 | 54.5455 | 47.7273 | 40.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6335 | 2.8039 | 0.919 | 1.1238 | 2.0685 | 0.5919 |
Largest Winning Trade | 145495 | 145495 | 41963 | 87443 | 87443 | 43478 |
Largest Losing Trade | -78494 | -29231 | -78494 | -78666 | -49777 | -78666 |
Avg Bars in Trades | 80 | 55 | 105 | 80 | 55 | 105 |
Avg Bars in Winners | 124 | 74 | 162 | 124 | 74 | 162 |
Avg Bars in Losers | 40 | 42 | 36 | 40 | 42 | 36 |
Bars Traded | 7085 | 2448 | 4638 | 7085 | 2448 | 4638 |
Profit Streak | 137.0248 | 137.0248 | 145.2748 | 137.0248 | 137.0248 | 145.2748 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367530 | 292689 | -274491 | -380061 | -133247 | -579557 |
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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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