Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304783.39 | 231151.1257 | 73632.2644 | 92409.506 | 82753.1908 | 9656.3152 |
Total P&L (%) | 304.7834 | 231.1511 | 73.6323 | 92.4095 | 82.7532 | 9.6563 |
Avg Daily Profit (%) | 0.2505 | 0.19 | 0.0605 | 0.0538 | 0.0496 | 0.0076 |
Buy And Hold Return (%) | 23.5793 | 23.5793 | 23.5793 | 23.5793 | 23.5793 | 23.5793 |
Max Trade Drawdown | -159375 | -133753 | -61623 | -1121821 | -887708 | -424629 |
Profit Factor | 1.6165 | 1.7174 | 1.4278 | 1.0358 | 1.0494 | 1.0107 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6165 | 2.1467 | 1.1422 | 1.0358 | 1.3117 | 0.8086 |
Largest Winning Trade | 232556 | 232556 | 32741 | 347727 | 347727 | 140122 |
Largest Losing Trade | -42873 | -42873 | -27472 | -390718 | -390718 | -187465 |
Avg Bars in Trades | 76 | 107 | 44 | 76 | 107 | 44 |
Avg Bars in Winners | 68 | 86 | 54 | 68 | 86 | 54 |
Avg Bars in Losers | 83 | 124 | 32 | 83 | 124 | 32 |
Bars Traded | 6852 | 4835 | 2017 | 6852 | 4835 | 2017 |
Profit Streak | 4.0792 | 4.0792 | 23.7459 | 4.0792 | 4.0792 | 23.7459 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420067 | 307792 | -112420 | -303904 | -297840 | -557080 |
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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) |
---|