Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354611.1954 | 325104.1341 | 29507.0614 | -17289.2872 | 98272.6652 | -115561.9524 |
Total P&L (%) | 354.6112 | 325.1041 | 29.5071 | -17.2893 | 98.2727 | -115.562 |
Avg Daily Profit (%) | 0.2223 | 0.2038 | 0.0185 | -0.0119 | 0.0429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120587 | -119203 | -93150 | -350927 | -297815 | -277246 |
Profit Factor | 1.5737 | 1.9478 | 1.1073 | 0.9879 | 1.1335 | 0.8325 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 45.1613 | 38.2979 | 52.1739 | 45.1613 | 38.2979 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9109 | 3.138 | 1.015 | 1.1996 | 1.8262 | 0.7631 |
Largest Winning Trade | 276808 | 276808 | 48126 | 276808 | 276808 | 93113 |
Largest Losing Trade | -44320 | -34236 | -44320 | -150865 | -82010 | -150865 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 49 | 42 | 54 | 49 | 42 | 54 |
Avg Bars in Losers | 47 | 50 | 42 | 47 | 50 | 42 |
Bars Traded | 4498 | 2248 | 2250 | 4498 | 2248 | 2250 |
Profit Streak | 38.7596 | 38.7596 | 41.7596 | 38.7596 | 38.7596 | 41.7596 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361214 | 267456 | -272924 | -579756 | -212081 | -579872 |
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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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