Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262601.9576 | 113270.6792 | 149331.2784 | 56637.183 | 85195.7486 | -28558.5657 |
Total P&L (%) | 262.602 | 113.2707 | 149.3313 | 56.6372 | 85.1957 | -28.5586 |
Avg Daily Profit (%) | 0.1643 | 0.0709 | 0.0934 | 0.0281 | 0.0386 | -0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112413 | -71056 | -76366 | -333057 | -128014 | -293035 |
Profit Factor | 1.5576 | 1.4418 | 1.6961 | 1.0627 | 1.2097 | 0.9426 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 51.6484 | 45.6522 | 57.7778 | 51.6484 | 45.6522 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.4582 | 1.7164 | 1.2394 | 0.9948 | 1.4401 | 0.6888 |
Largest Winning Trade | 222076 | 222076 | 59871 | 250954 | 250954 | 93915 |
Largest Losing Trade | -54062 | -29846 | -54062 | -211507 | -53638 | -211507 |
Avg Bars in Trades | 32 | 21 | 43 | 32 | 21 | 43 |
Avg Bars in Winners | 46 | 26 | 62 | 46 | 26 | 62 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2961 | 992 | 1968 | 2961 | 992 | 1968 |
Profit Streak | 0 | 0 | 46.9254 | 0 | 0 | 46.9254 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339511 | -97573 | -64042 | -309041 | -143185 | -578715 |
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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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