Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535099.1758 | 469708.9609 | 65390.2149 | 64258.2602 | 308800.3517 | -244542.0916 |
Total P&L (%) | 535.0992 | 469.709 | 65.3902 | 64.2583 | 308.8004 | -244.5421 |
Avg Daily Profit (%) | 0.2832 | 0.2486 | 0.0346 | 0.0263 | 0.0746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157737 | -103762 | -82669 | -341560 | -322810 | -314432 |
Profit Factor | 1.646 | 1.9679 | 1.1906 | 1.0414 | 1.3772 | 0.666 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 48.6726 | 44.6429 | 52.6316 | 48.6726 | 44.6429 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.7357 | 2.4402 | 1.0715 | 1.0982 | 1.7077 | 0.5994 |
Largest Winning Trade | 152625 | 152625 | 62832 | 186615 | 186615 | 63597 |
Largest Losing Trade | -82669 | -45536 | -82669 | -264918 | -128999 | -264918 |
Avg Bars in Trades | 63 | 87 | 40 | 63 | 87 | 40 |
Avg Bars in Winners | 69 | 101 | 42 | 69 | 101 | 42 |
Avg Bars in Losers | 58 | 76 | 38 | 58 | 76 | 38 |
Bars Traded | 7223 | 4912 | 2311 | 7223 | 4912 | 2311 |
Profit Streak | 45.8288 | 0 | 228.3288 | 45.8288 | 0 | 228.3288 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439455 | -170363 | -336149 | -332771 | -273867 | -759088 |
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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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