Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335961.7538 | 151188.2932 | 184773.4606 | 110770.9867 | -148120.7254 | 258891.7121 |
Total P&L (%) | 335.9618 | 151.1883 | 184.7735 | 110.771 | -148.1207 | 258.8917 |
Avg Daily Profit (%) | 0.2204 | 0.0992 | 0.1212 | 0.0489 | 0 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107558 | -134255 | -52614 | -258025 | -390011 | -108435 |
Profit Factor | 1.5541 | 1.4455 | 1.6921 | 1.0841 | 0.8005 | 1.4504 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 44.5652 | 34.7826 | 54.3478 | 44.5652 | 34.7826 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.9331 | 2.7103 | 1.4213 | 1.3485 | 1.501 | 1.2183 |
Largest Winning Trade | 210658 | 210658 | 63368 | 210658 | 210658 | 101506 |
Largest Losing Trade | -41949 | -41949 | -39174 | -108435 | -72163 | -108435 |
Avg Bars in Trades | 194 | 176 | 211 | 194 | 176 | 211 |
Avg Bars in Winners | 270 | 258 | 277 | 270 | 258 | 277 |
Avg Bars in Losers | 133 | 133 | 133 | 133 | 133 | 133 |
Bars Traded | 17879 | 8135 | 9744 | 17879 | 8135 | 9744 |
Profit Streak | 32.2079 | 0 | 42.5412 | 32.2079 | 0 | 42.5412 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331769 | -64293 | -27866 | -256929 | -583844 | -78769 |
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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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