Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408330.834 | 372615.158 | 35715.676 | 139466.4484 | 545559.29 | -406092.8416 |
Total P&L (%) | 408.3308 | 372.6152 | 35.7157 | 139.4664 | 545.5593 | -406.0928 |
Avg Daily Profit (%) | 0.1633 | 0.149 | 0.0143 | 0.0349 | 0.0746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151503 | -138735 | -94217 | -911353 | -702400 | -650994 |
Profit Factor | 1.3919 | 1.6926 | 1.0709 | 1.0361 | 1.277 | 0.7861 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 43.5644 | 43.5644 | 43.5644 | 43.5644 | 43.5644 | 43.5644 |
Ratio Avg Win / Avg Loss | 1.8032 | 2.1927 | 1.3873 | 1.3422 | 1.6543 | 1.0183 |
Largest Winning Trade | 88911 | 88911 | 57697 | 447246 | 447246 | 330825 |
Largest Losing Trade | -46560 | -46560 | -28611 | -466474 | -466474 | -257001 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 9702 | 4775 | 4927 | 9702 | 4775 | 4927 |
Profit Streak | 51.0958 | 53.5958 | 51.0958 | 51.0958 | 53.5958 | 51.0958 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309882 | 247095 | -321140 | -327551 | -94078 | -581334 |
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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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