Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296407.1923 | 235195.037 | 61212.1553 | 349146.5057 | 634086.0107 | -284939.5049 |
Total P&L (%) | 296.4072 | 235.195 | 61.2122 | 349.1465 | 634.086 | -284.9395 |
Avg Daily Profit (%) | 0.2073 | 0.1645 | 0.0428 | 0.1051 | 0.1395 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79635 | -52566 | -64823 | -889536 | -189547 | -820193 |
Profit Factor | 1.7067 | 2.4016 | 1.2433 | 1.1733 | 2.0414 | 0.7974 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 54.9451 | 55.5556 | 54.3478 | 54.9451 | 55.5556 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.3995 | 1.9213 | 1.0444 | 0.9621 | 1.6331 | 0.6698 |
Largest Winning Trade | 103517 | 103517 | 56518 | 291799 | 291799 | 241298 |
Largest Losing Trade | -53731 | -22812 | -53731 | -704760 | -106369 | -704760 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 28 | 39 | 17 | 28 | 39 | 17 |
Bars Traded | 2499 | 1438 | 1061 | 2499 | 1438 | 1061 |
Profit Streak | 45.5691 | 0 | 48.5691 | 45.5691 | 0 | 48.5691 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414884 | 456437 | -135103 | -82566 | -1723 | -579301 |
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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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