Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425411.0603 | 440562.8696 | -15151.8093 | -64604.1043 | -36628.4969 | -27975.6074 |
Total P&L (%) | 425.4111 | 440.5629 | -15.1518 | -64.6041 | -36.6285 | -27.9756 |
Avg Daily Profit (%) | 0.1699 | 0.176 | -0.0061 | -0.0415 | -0.0182 | -0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155742 | -115067 | -103653 | -283444 | -214888 | -163774 |
Profit Factor | 1.5445 | 2.0912 | 0.9599 | 0.9336 | 0.9273 | 0.9403 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 50.5263 | 48.9362 | 52.0833 | 50.5263 | 48.9362 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.5124 | 2.1821 | 0.8831 | 0.9141 | 0.9676 | 0.8651 |
Largest Winning Trade | 387498 | 387498 | 53594 | 95845 | 88090 | 95845 |
Largest Losing Trade | -67116 | -54504 | -67116 | -115388 | -115388 | -113506 |
Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
Avg Bars in Winners | 85 | 104 | 68 | 85 | 104 | 68 |
Avg Bars in Losers | 66 | 74 | 58 | 66 | 74 | 58 |
Bars Traded | 7248 | 4201 | 3047 | 7248 | 4201 | 3047 |
Profit Streak | 22.3233 | 0 | 66.3233 | 22.3233 | 0 | 66.3233 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393229 | 398131 | -579860 | -579908 | -581110 | -579860 |
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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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