Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504378.0196 | 429966.0629 | 74411.9568 | 210632.0167 | 318059.0838 | -107427.0671 |
Total P&L (%) | 504.378 | 429.9661 | 74.412 | 210.632 | 318.0591 | -107.4271 |
Avg Daily Profit (%) | 0.2017 | 0.1719 | 0.0298 | 0.0453 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152817 | -154168 | -120908 | -572959 | -432502 | -369559 |
Profit Factor | 1.7148 | 2.1841 | 1.2172 | 1.1033 | 1.3001 | 0.8902 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 45.4545 | 40.9091 | 50 | 45.4545 | 40.9091 | 50 |
Ratio Avg Win / Avg Loss | 2.0577 | 3.1548 | 1.2172 | 1.324 | 1.8779 | 0.8902 |
Largest Winning Trade | 205427 | 205427 | 51119 | 278479 | 278479 | 137534 |
Largest Losing Trade | -62984 | -37479 | -62984 | -215203 | -146747 | -215203 |
Avg Bars in Trades | 110 | 118 | 102 | 110 | 118 | 102 |
Avg Bars in Winners | 145 | 170 | 124 | 145 | 170 | 124 |
Avg Bars in Losers | 80 | 81 | 79 | 80 | 81 | 79 |
Bars Traded | 9698 | 5203 | 4495 | 9698 | 5203 | 4495 |
Profit Streak | 90.0265 | 167.0265 | 90.0265 | 90.0265 | 167.0265 | 90.0265 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403758 | 340942 | -152543 | -239321 | -117402 | -579759 |
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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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