Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358752.5014 | 322824.5288 | 35927.9726 | 20634.8413 | -166589.8119 | 187224.6532 |
Total P&L (%) | 358.7525 | 322.8245 | 35.928 | 20.6348 | -166.5898 | 187.2247 |
Avg Daily Profit (%) | 0.1892 | 0.1703 | 0.0189 | 0.0099 | 0 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117474 | -120606 | -51590 | -433154 | -489039 | -161005 |
Profit Factor | 1.6599 | 2.002 | 1.1622 | 1.0139 | 0.8237 | 1.3499 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 46.0674 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 1.9433 | 2.7396 | 1.1622 | 1.1871 | 1.1271 | 1.3499 |
Largest Winning Trade | 356459 | 356459 | 43336 | 226551 | 226551 | 149524 |
Largest Losing Trade | -42943 | -35702 | -42943 | -148487 | -148487 | -141288 |
Avg Bars in Trades | 81 | 67 | 95 | 81 | 67 | 95 |
Avg Bars in Winners | 106 | 93 | 118 | 106 | 93 | 118 |
Avg Bars in Losers | 59 | 48 | 73 | 59 | 48 | 73 |
Bars Traded | 7250 | 3035 | 4215 | 7250 | 3035 | 4215 |
Profit Streak | 0 | 0 | 51.135 | 0 | 0 | 51.135 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337719 | 295646 | -211566 | -392559 | -582070 | -117576 |
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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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