Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345988.9746 | 264398.9927 | 81589.9819 | 1922.4693 | 256502.4791 | -254580.0098 |
Total P&L (%) | 345.989 | 264.399 | 81.59 | 1.9225 | 256.5025 | -254.58 |
Avg Daily Profit (%) | 0.2417 | 0.1847 | 0.057 | 0.0013 | 0.0889 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150899 | -54210 | -140606 | -374372 | -162124 | -453014 |
Profit Factor | 1.6032 | 2.4987 | 1.2054 | 1.0016 | 1.8166 | 0.7212 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 59.5238 | 64.2857 | 54.7619 | 59.5238 | 64.2857 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.0902 | 1.3881 | 0.9958 | 0.6811 | 1.0092 | 0.5958 |
Largest Winning Trade | 114748 | 114748 | 45680 | 108828 | 92260 | 108828 |
Largest Losing Trade | -88016 | -37897 | -88016 | -168320 | -129366 | -168320 |
Avg Bars in Trades | 65 | 55 | 75 | 65 | 55 | 75 |
Avg Bars in Winners | 67 | 51 | 86 | 67 | 51 | 86 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 5530 | 2341 | 3189 | 5530 | 2341 | 3189 |
Profit Streak | 36.4807 | 36.4807 | 48.7307 | 36.4807 | 36.4807 | 48.7307 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454616 | 488911 | -117308 | -574553 | -69558 | -579127 |
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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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