Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584647.9644 | 488849.5173 | 95798.447 | 336738.1259 | 102557.7539 | 234180.372 |
Total P&L (%) | 584.648 | 488.8495 | 95.7984 | 336.7381 | 102.5578 | 234.1804 |
Avg Daily Profit (%) | 0.2486 | 0.2079 | 0.0407 | 0.0627 | 0.03 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97371 | -108457 | -175776 | -202629 | -255484 | -237862 |
Profit Factor | 1.8024 | 2.4099 | 1.2509 | 1.2605 | 1.1503 | 1.3837 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 46.6019 | 39.2157 | 53.8462 | 46.6019 | 39.2157 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0653 | 3.7353 | 1.0722 | 1.4443 | 1.783 | 1.186 |
Largest Winning Trade | 278200 | 278200 | 67590 | 162182 | 162182 | 105689 |
Largest Losing Trade | -49646 | -30334 | -49646 | -88121 | -75870 | -88121 |
Avg Bars in Trades | 90 | 80 | 99 | 90 | 80 | 99 |
Avg Bars in Winners | 129 | 125 | 133 | 129 | 125 | 133 |
Avg Bars in Losers | 55 | 51 | 60 | 55 | 51 | 60 |
Bars Traded | 9275 | 4094 | 5181 | 9275 | 4094 | 5181 |
Profit Streak | 121.3085 | 121.3085 | 155.8085 | 121.3085 | 121.3085 | 155.8085 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440863 | -171011 | -316878 | -108976 | -390153 | -301957 |
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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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