Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380149.0642 | 330158.2069 | 49990.8573 | 257020.2869 | 292790.6759 | -35770.389 |
Total P&L (%) | 380.1491 | 330.1582 | 49.9909 | 257.0203 | 292.7907 | -35.7704 |
Avg Daily Profit (%) | 0.3122 | 0.2711 | 0.0411 | 0.1046 | 0.1124 | -0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149104 | -151396 | -47322 | -1078705 | -1023673 | -300380 |
Profit Factor | 1.7683 | 1.8465 | 1.477 | 1.0995 | 1.1451 | 0.9368 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 54.7368 | 53.1915 | 56.25 | 54.7368 | 53.1915 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4622 | 1.625 | 1.1488 | 0.9092 | 1.0077 | 0.7286 |
Largest Winning Trade | 157037 | 157037 | 18119 | 427566 | 427566 | 83059 |
Largest Losing Trade | -48264 | -48264 | -28463 | -557865 | -557865 | -219516 |
Avg Bars in Trades | 37 | 71 | 3 | 37 | 71 | 3 |
Avg Bars in Winners | 33 | 66 | 3 | 33 | 66 | 3 |
Avg Bars in Losers | 41 | 77 | 3 | 41 | 77 | 3 |
Bars Traded | 3550 | 3370 | 180 | 3550 | 3370 | 180 |
Profit Streak | 91.8448 | 91.8448 | 127.8448 | 91.8448 | 91.8448 | 127.8448 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475843 | 489173 | -135639 | -163757 | -101951 | -578182 |
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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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