Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394816.2292 | 191449.9865 | 203366.2427 | 526557.2798 | -365428.0994 | 891985.3792 |
Total P&L (%) | 394.8162 | 191.45 | 203.3662 | 526.5573 | -365.4281 | 891.9854 |
Avg Daily Profit (%) | 0.3816 | 0.185 | 0.1966 | 0.1775 | 0 | 0.222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53020 | -82134 | -30697 | -560594 | -662497 | -341054 |
Profit Factor | 1.9561 | 1.76 | 2.263 | 1.1866 | 0.783 | 1.7833 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 50.5618 | 40 | 61.3636 | 50.5618 | 40 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.9126 | 2.64 | 1.4248 | 1.1602 | 1.1744 | 1.1228 |
Largest Winning Trade | 242196 | 242196 | 40166 | 258967 | 258967 | 192660 |
Largest Losing Trade | -29914 | -21977 | -29914 | -341054 | -165505 | -341054 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 89 | 100 | 81 | 89 | 100 | 81 |
Avg Bars in Losers | 45 | 47 | 41 | 45 | 47 | 41 |
Bars Traded | 6003 | 3090 | 2913 | 6003 | 3090 | 2913 |
Profit Streak | 0 | 0 | 18.8025 | 0 | 0 | 18.8025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475166 | 252263 | 463693 | -7158 | -582934 | 453199 |
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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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