Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246541.976 | 80883.437 | 165658.5391 | 181586.174 | -48569.2834 | 230155.4574 |
Total P&L (%) | 246.542 | 80.8834 | 165.6585 | 181.5862 | -48.5693 | 230.1555 |
Avg Daily Profit (%) | 0.2394 | 0.0785 | 0.1608 | 0.1006 | -0.0645 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112699 | -81716 | -60568 | -408847 | -356078 | -149015 |
Profit Factor | 1.6287 | 1.3513 | 2.0234 | 1.1723 | 0.9255 | 1.5726 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 78.2609 | 71.7391 | 84.7826 | 78.2609 | 71.7391 | 84.7826 |
Ratio Avg Win / Avg Loss | 0.4524 | 0.5323 | 0.3632 | 0.3256 | 0.3646 | 0.2823 |
Largest Winning Trade | 37618 | 37618 | 27694 | 85888 | 57316 | 85888 |
Largest Losing Trade | -66855 | -66855 | -36145 | -339338 | -339338 | -149015 |
Avg Bars in Trades | 61 | 72 | 49 | 61 | 72 | 49 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 168 | 183 | 140 | 168 | 183 | 140 |
Bars Traded | 5645 | 3348 | 2297 | 5645 | 3348 | 2297 |
Profit Streak | 42.8972 | 96.2305 | 42.8972 | 42.8972 | 96.2305 | 42.8972 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483743 | -85081 | 480004 | -86220 | -576487 | -33039 |
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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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