Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430295.7035 | 388653.6058 | 41642.0976 | -175325.6387 | -64818.1075 | -110507.5313 |
Total P&L (%) | 430.2957 | 388.6536 | 41.6421 | -175.3256 | -64.8181 | -110.5075 |
Avg Daily Profit (%) | 0.172 | 0.1553 | 0.0166 | 0 | -0.0417 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306531 | -141843 | -164688 | -221640 | -124003 | -104425 |
Profit Factor | 1.585 | 1.9458 | 1.1283 | 0.446 | 0.6074 | 0.27 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 54 | 22 | 32 | 36 | 22 | 14 |
Losing Trades | 39 | 24 | 15 | 57 | 24 | 33 |
Profitability (%) | 58.0645 | 47.8261 | 68.0851 | 38.7097 | 47.8261 | 29.7872 |
Ratio Avg Win / Avg Loss | 1.1447 | 2.1227 | 0.5289 | 0.7062 | 0.6626 | 0.6365 |
Largest Winning Trade | 222503 | 222503 | 36084 | 32662 | 32662 | 11273 |
Largest Losing Trade | -112091 | -50351 | -112091 | -45471 | -34245 | -45471 |
Avg Bars in Trades | 50 | 68 | 32 | 50 | 68 | 32 |
Avg Bars in Winners | 41 | 59 | 28 | 63 | 74 | 46 |
Avg Bars in Losers | 63 | 76 | 42 | 42 | 62 | 27 |
Bars Traded | 4692 | 3142 | 1550 | 4692 | 3142 | 1550 |
Profit Streak | 128.8109 | 152.8109 | 128.8109 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412553 | 386570 | -250774 | -584920 | -581549 | -589412 |
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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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