Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444497.0478 | 329136.0297 | 115361.0181 | 807364.6863 | 628133.8359 | 179230.8504 |
Total P&L (%) | 444.497 | 329.136 | 115.361 | 807.3647 | 628.1338 | 179.2309 |
Avg Daily Profit (%) | 0.1864 | 0.138 | 0.0484 | 0.0925 | 0.0833 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80723 | -49029 | -118614 | -424739 | -310154 | -400373 |
Profit Factor | 1.7925 | 2.3396 | 1.366 | 1.307 | 1.5644 | 1.1182 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 50.5495 | 53.3333 | 47.8261 | 50.5495 | 53.3333 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.7535 | 2.0472 | 1.4902 | 1.2786 | 1.3689 | 1.2198 |
Largest Winning Trade | 91167 | 91167 | 64563 | 331230 | 331230 | 230772 |
Largest Losing Trade | -39260 | -34408 | -39260 | -259003 | -160706 | -259003 |
Avg Bars in Trades | 152 | 144 | 160 | 152 | 144 | 160 |
Avg Bars in Winners | 222 | 205 | 241 | 222 | 205 | 241 |
Avg Bars in Losers | 80 | 75 | 85 | 80 | 75 | 85 |
Bars Traded | 13868 | 6503 | 7365 | 13868 | 6503 | 7365 |
Profit Streak | 63.5974 | 0 | 154.2641 | 63.5974 | 0 | 154.2641 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423991 | -3848 | -127635 | -68041 | -79156 | -225736 |
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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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