Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487117.7047 | 389162.9222 | 97954.7825 | 248927.6129 | 449194.3294 | -200266.7165 |
Total P&L (%) | 487.1177 | 389.1629 | 97.9548 | 248.9276 | 449.1943 | -200.2667 |
Avg Daily Profit (%) | 0.2247 | 0.1795 | 0.0452 | 0.0577 | 0.0786 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89272 | -52501 | -87435 | -767644 | -391954 | -554314 |
Profit Factor | 1.8796 | 2.9035 | 1.2804 | 1.081 | 1.4308 | 0.9014 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 51.1111 | 46.6667 | 55.5556 | 51.1111 | 46.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7979 | 3.3183 | 1.0243 | 1.034 | 1.6352 | 0.7211 |
Largest Winning Trade | 254278 | 254278 | 60970 | 307230 | 307230 | 288773 |
Largest Losing Trade | -57818 | -27158 | -57818 | -372193 | -157838 | -372193 |
Avg Bars in Trades | 87 | 58 | 116 | 87 | 58 | 116 |
Avg Bars in Winners | 101 | 52 | 142 | 101 | 52 | 142 |
Avg Bars in Losers | 72 | 63 | 84 | 72 | 63 | 84 |
Bars Traded | 7878 | 2623 | 5255 | 7878 | 2623 | 5255 |
Profit Streak | 122.2445 | 243.2445 | 0 | 122.2445 | 243.2445 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444591 | 472076 | -131806 | -246421 | -85882 | -579991 |
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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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