Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480581.9411 | 424934.9319 | 55647.0092 | -72410.2755 | 323178.7143 | -395588.9898 |
Total P&L (%) | 480.5819 | 424.9349 | 55.647 | -72.4103 | 323.1787 | -395.589 |
Avg Daily Profit (%) | 0.2589 | 0.2289 | 0.03 | -0.0693 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122046 | -79126 | -111429 | -434535 | -19139 | -434474 |
Profit Factor | 1.6679 | 2.3449 | 1.1379 | 0.8695 | 6.2048 | 0.1974 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.6854 | 48.8889 | 54.5455 | 51.6854 | 48.8889 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5591 | 2.4515 | 0.9482 | 0.8128 | 6.4868 | 0.1645 |
Largest Winning Trade | 145148 | 145148 | 72287 | 213659 | 213659 | 29698 |
Largest Losing Trade | -97772 | -37019 | -97772 | -432214 | -8981 | -432214 |
Avg Bars in Trades | 59 | 58 | 61 | 59 | 58 | 61 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 5319 | 2610 | 2709 | 5319 | 2610 | 2709 |
Profit Streak | 0 | 0 | 74.9254 | 0 | 0 | 74.9254 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422631 | 430844 | -223113 | -580321 | -80985 | -579572 |
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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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