Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306384.271 | 203294.0642 | 103090.2068 | -12772.0226 | -71626.268 | 58854.2454 |
Total P&L (%) | 306.3843 | 203.2941 | 103.0902 | -12.772 | -71.6263 | 58.8542 |
Avg Daily Profit (%) | 0.1685 | 0.1118 | 0.0567 | -0.0075 | -0.0693 | 0.0255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189991 | -134572 | -84415 | -821539 | -719922 | -360261 |
Profit Factor | 1.4292 | 1.4796 | 1.3556 | 0.9959 | 0.9639 | 1.0516 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 50.5376 | 42.5532 | 58.6957 | 50.5376 | 42.5532 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.3988 | 1.9974 | 0.954 | 0.9747 | 1.3012 | 0.74 |
Largest Winning Trade | 192480 | 192480 | 62828 | 368142 | 368142 | 202674 |
Largest Losing Trade | -46806 | -38898 | -46806 | -276375 | -276375 | -184085 |
Avg Bars in Trades | 75 | 64 | 87 | 75 | 64 | 87 |
Avg Bars in Winners | 96 | 81 | 107 | 96 | 81 | 107 |
Avg Bars in Losers | 54 | 51 | 58 | 54 | 51 | 58 |
Bars Traded | 7048 | 3016 | 4032 | 7048 | 3016 | 4032 |
Profit Streak | 0 | 0 | 45.5298 | 0 | 0 | 45.5298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307561 | -44231 | -116685 | -580460 | -581926 | -323327 |
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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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