Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246273.2297 | 169976.2666 | 76296.9631 | 5881.9752 | 442683.1575 | -436801.1824 |
Total P&L (%) | 246.2732 | 169.9763 | 76.297 | 5.882 | 442.6832 | -436.8012 |
Avg Daily Profit (%) | 0.1811 | 0.125 | 0.0561 | 0.0042 | 0.1244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153059 | -96875 | -90045 | -926307 | -414841 | -610606 |
Profit Factor | 1.4795 | 1.6427 | 1.3063 | 1.0024 | 1.4372 | 0.7 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 48.8889 | 46.6667 | 51.1111 | 48.8889 | 46.6667 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.5468 | 1.8773 | 1.2495 | 1.0479 | 1.6425 | 0.6696 |
Largest Winning Trade | 177958 | 177958 | 57098 | 605925 | 605925 | 183502 |
Largest Losing Trade | -48260 | -35443 | -48260 | -401187 | -134879 | -401187 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Losers | 29 | 30 | 27 | 29 | 30 | 27 |
Bars Traded | 3748 | 1828 | 1920 | 3748 | 1828 | 1920 |
Profit Streak | 30.4786 | 0 | 38.1452 | 30.4786 | 0 | 38.1452 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363591 | -24282 | -116683 | -570537 | -26080 | -579579 |
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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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