Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374940.9298 | 237562.9536 | 137377.9762 | 78464.5722 | 201243.738 | -122779.1657 |
Total P&L (%) | 374.9409 | 237.563 | 137.378 | 78.4646 | 201.2437 | -122.7792 |
Avg Daily Profit (%) | 0.2117 | 0.1341 | 0.0776 | 0.0327 | 0.0623 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149661 | -85732 | -127479 | -464514 | -353423 | -389655 |
Profit Factor | 1.7108 | 1.9212 | 1.5096 | 1.0528 | 1.3335 | 0.8607 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 52.7473 | 55.5556 | 50 | 52.7473 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 1.5326 | 1.5369 | 1.5096 | 0.9432 | 1.0668 | 0.8607 |
Largest Winning Trade | 128420 | 128420 | 67531 | 239388 | 239388 | 124118 |
Largest Losing Trade | -84743 | -42618 | -84743 | -219921 | -219921 | -211378 |
Avg Bars in Trades | 35 | 42 | 29 | 35 | 42 | 29 |
Avg Bars in Winners | 43 | 42 | 43 | 43 | 42 | 43 |
Avg Bars in Losers | 27 | 41 | 15 | 27 | 41 | 15 |
Bars Traded | 3256 | 1897 | 1360 | 3256 | 1897 | 1360 |
Profit Streak | 0 | 25.2512 | 0 | 0 | 25.2512 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416243 | -8974 | -86550 | -312669 | -108140 | -580426 |
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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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