Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473075.3635 | 362019.6498 | 111055.7136 | 32642.1711 | 50665.6194 | -18023.4483 |
Total P&L (%) | 473.0754 | 362.0197 | 111.0557 | 32.6422 | 50.6656 | -18.0234 |
Avg Daily Profit (%) | 0.2612 | 0.1999 | 0.0613 | 0.0156 | 0.0226 | -0.011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146373 | -103234 | -68395 | -802237 | -454719 | -498506 |
Profit Factor | 1.9643 | 2.3901 | 1.4825 | 1.0157 | 1.0582 | 0.9852 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 41.0526 | 37.5 | 44.6809 | 41.0526 | 37.5 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.8206 | 3.9835 | 1.8355 | 1.4584 | 1.7636 | 1.2197 |
Largest Winning Trade | 470682 | 470682 | 70281 | 475822 | 475822 | 374648 |
Largest Losing Trade | -48806 | -43071 | -48806 | -384233 | -197910 | -384233 |
Avg Bars in Trades | 55 | 41 | 69 | 55 | 41 | 69 |
Avg Bars in Winners | 93 | 61 | 120 | 93 | 61 | 120 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 5253 | 1977 | 3276 | 5253 | 1977 | 3276 |
Profit Streak | 15.0214 | 15.3548 | 0 | 15.0214 | 15.3548 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332481 | 287427 | -110719 | -380829 | -323510 | -581098 |
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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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