Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374501.5035 | 316822.5688 | 57678.9347 | 114154.7004 | 255989.9626 | -141835.2623 |
Total P&L (%) | 374.5015 | 316.8226 | 57.6789 | 114.1547 | 255.99 | -141.8353 |
Avg Daily Profit (%) | 0.2115 | 0.179 | 0.0326 | 0.043 | 0.0717 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145360 | -111639 | -94528 | -607019 | -341215 | -358860 |
Profit Factor | 1.594 | 1.9813 | 1.1875 | 1.0718 | 1.3116 | 0.8153 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 47.8261 | 52.1739 | 43.4783 | 47.8261 | 52.1739 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.7389 | 1.8161 | 1.5438 | 1.1693 | 1.2023 | 1.06 |
Largest Winning Trade | 209981 | 209981 | 47147 | 456185 | 456185 | 95263 |
Largest Losing Trade | -42142 | -39880 | -42142 | -205379 | -205379 | -158445 |
Avg Bars in Trades | 111 | 161 | 62 | 111 | 161 | 62 |
Avg Bars in Winners | 148 | 204 | 81 | 148 | 204 | 81 |
Avg Bars in Losers | 78 | 115 | 47 | 78 | 115 | 47 |
Bars Traded | 10294 | 7426 | 2868 | 10294 | 7426 | 2868 |
Profit Streak | 0 | 173.356 | 0 | 0 | 173.356 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364006 | 464971 | -165805 | -277573 | -95275 | -581573 |
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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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