Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201936.2525 | 41383.1263 | 160553.1261 | 146308.9844 | -114844.7267 | 261153.7111 |
Total P&L (%) | 201.9363 | 41.3831 | 160.5531 | 146.309 | -114.8447 | 261.1537 |
Avg Daily Profit (%) | 0.1964 | 0.0402 | 0.1562 | 0.0877 | 0 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61935 | -85356 | -31162 | -226605 | -304077 | -143880 |
Profit Factor | 1.4524 | 1.1735 | 1.7724 | 1.1107 | 0.8309 | 1.4066 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 48.4211 | 47.9167 | 48.9362 | 48.4211 | 47.9167 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.5471 | 1.2755 | 1.8494 | 1.1832 | 0.9031 | 1.4678 |
Largest Winning Trade | 63105 | 63105 | 49996 | 131474 | 117327 | 131474 |
Largest Losing Trade | -31162 | -24658 | -31162 | -143880 | -67967 | -143880 |
Avg Bars in Trades | 62 | 45 | 79 | 62 | 45 | 79 |
Avg Bars in Winners | 75 | 52 | 98 | 75 | 52 | 98 |
Avg Bars in Losers | 50 | 40 | 60 | 50 | 40 | 60 |
Bars Traded | 5921 | 2202 | 3719 | 5921 | 2202 | 3719 |
Profit Streak | 12.1207 | 37.454 | 0 | 12.1207 | 37.454 | 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 | 359174 | -171111 | 369888 | -174328 | -580954 | -25772 |
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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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