Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344548.6491 | 253688.5648 | 90860.0842 | 185413.0484 | -16895.8979 | 202308.9464 |
Total P&L (%) | 344.5486 | 253.6886 | 90.8601 | 185.413 | -16.8959 | 202.3089 |
Avg Daily Profit (%) | 0.1567 | 0.1154 | 0.0413 | 0.0477 | -0.0084 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175077 | -145714 | -61870 | -2436927 | -1837186 | -708535 |
Profit Factor | 1.5554 | 1.7678 | 1.3133 | 1.0426 | 0.9934 | 1.1136 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 53.8462 | 51.1111 | 56.5217 | 53.8462 | 51.1111 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.3332 | 1.6909 | 1.0103 | 0.8936 | 0.9502 | 0.8566 |
Largest Winning Trade | 88276 | 88276 | 47989 | 977547 | 977547 | 489568 |
Largest Losing Trade | -51873 | -34834 | -51873 | -649826 | -649826 | -386599 |
Avg Bars in Trades | 46 | 51 | 41 | 46 | 51 | 41 |
Avg Bars in Winners | 46 | 53 | 40 | 46 | 53 | 40 |
Avg Bars in Losers | 46 | 49 | 43 | 46 | 49 | 43 |
Bars Traded | 4236 | 2314 | 1922 | 4236 | 2314 | 1922 |
Profit Streak | 148.7037 | 161.7037 | 148.7037 | 148.7037 | 161.7037 | 148.7037 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396682 | -34458 | -135667 | -302427 | -579602 | -221110 |
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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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