Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480758.8446 | 322314.078 | 158444.7666 | 327895.6303 | -471951.2311 | 799846.8614 |
Total P&L (%) | 480.7588 | 322.3141 | 158.4448 | 327.8956 | -471.9512 | 799.8469 |
Avg Daily Profit (%) | 0.3016 | 0.2022 | 0.0994 | 0.0912 | 0 | 0.1379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168451 | -89800 | -78651 | -1683093 | -1546361 | -138269 |
Profit Factor | 2.2614 | 2.3913 | 2.0601 | 1.1271 | 0.7902 | 3.4182 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 14 | 5 | 9 | 14 | 5 | 9 |
Profitability (%) | 84.6154 | 88.8889 | 80.4348 | 84.6154 | 88.8889 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.4112 | 0.2989 | 0.5011 | 0.2049 | 0.0988 | 0.8315 |
Largest Winning Trade | 42728 | 42728 | 28328 | 297650 | 297650 | 161839 |
Largest Losing Trade | -89800 | -89800 | -78651 | -1545063 | -1545063 | -138030 |
Avg Bars in Trades | 46 | 79 | 13 | 46 | 79 | 13 |
Avg Bars in Winners | 14 | 19 | 8 | 14 | 19 | 8 |
Avg Bars in Losers | 223 | 561 | 35 | 223 | 561 | 35 |
Bars Traded | 4207 | 3583 | 624 | 4207 | 3583 | 624 |
Profit Streak | 0 | 137.7381 | 0 | 0 | 137.7381 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535486 | 533038 | -54850 | -148718 | -575388 | -443 |
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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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