Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402024.9857 | 315054.2418 | 86970.7439 | 48073.8478 | 82416.5072 | -34342.6595 |
Total P&L (%) | 402.025 | 315.0542 | 86.9707 | 48.0738 | 82.4165 | -34.3427 |
Avg Daily Profit (%) | 0.2947 | 0.231 | 0.0638 | 0.0288 | 0.0441 | -0.0308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126682 | -96117 | -100939 | -190284 | -127374 | -203506 |
Profit Factor | 1.6249 | 1.9765 | 1.2712 | 1.0651 | 1.2409 | 0.9133 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 41.9355 | 31.9149 | 52.1739 | 41.9355 | 31.9149 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.2499 | 4.2165 | 1.1653 | 1.4748 | 2.6472 | 0.8372 |
Largest Winning Trade | 289672 | 289672 | 53055 | 130487 | 130487 | 56213 |
Largest Losing Trade | -50311 | -24120 | -50311 | -57183 | -39422 | -57183 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 5330 | 2373 | 2957 | 5330 | 2373 | 2957 |
Profit Streak | 45.406 | 45.406 | 55.656 | 45.406 | 45.406 | 55.656 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345846 | 188820 | -106965 | -306719 | -139595 | -579860 |
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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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