Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294401.598 | 284138.3493 | 10263.2487 | -23336.4169 | 98097.3165 | -121433.7334 |
Total P&L (%) | 294.4016 | 284.1383 | 10.2632 | -23.3364 | 98.0973 | -121.4337 |
Avg Daily Profit (%) | 0.1563 | 0.1509 | 0.0055 | -0.0141 | 0.0363 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119900 | -84889 | -76508 | -352580 | -184614 | -255287 |
Profit Factor | 1.5036 | 1.9927 | 1.0344 | 0.9785 | 1.2241 | 0.8119 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 53.3333 | 48.8889 | 57.7778 | 53.3333 | 48.8889 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.3157 | 2.0833 | 0.7559 | 0.8562 | 1.2797 | 0.5933 |
Largest Winning Trade | 266664 | 266664 | 40573 | 200747 | 200747 | 99988 |
Largest Losing Trade | -51366 | -42873 | -51366 | -189429 | -102579 | -189429 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 3544 | 1591 | 1954 | 3544 | 1591 | 1954 |
Profit Streak | 52.3092 | 52.3092 | 74.3092 | 52.3092 | 52.3092 | 74.3092 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386060 | 417901 | -525441 | -578630 | -144152 | -578738 |
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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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