Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368082.3852 | 284485.9381 | 83596.4471 | 305093.9556 | 408908.4381 | -103814.4825 |
Total P&L (%) | 368.0824 | 284.4859 | 83.5964 | 305.094 | 408.9084 | -103.8145 |
Avg Daily Profit (%) | 0.1544 | 0.1193 | 0.0351 | 0.0587 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150185 | -46432 | -158605 | -427612 | -219023 | -450000 |
Profit Factor | 1.6157 | 2.1674 | 1.236 | 1.163 | 1.5745 | 0.9105 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 49.4624 | 47.8261 | 51.0638 | 49.4624 | 47.8261 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.6508 | 2.3644 | 1.1845 | 1.1883 | 1.7176 | 0.8725 |
Largest Winning Trade | 88757 | 88757 | 61958 | 194974 | 194974 | 126109 |
Largest Losing Trade | -49252 | -34472 | -49252 | -241836 | -93578 | -241836 |
Avg Bars in Trades | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Winners | 109 | 105 | 113 | 109 | 105 | 113 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 6937 | 3243 | 3694 | 6937 | 3243 | 3694 |
Profit Streak | 61.3757 | 0 | 152.3757 | 61.3757 | 0 | 152.3757 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391992 | -30324 | -145170 | -155138 | -99660 | -579595 |
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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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