Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472285.6387 | 382308.2801 | 89977.3585 | -32761.2689 | 100025.8898 | -132787.1587 |
Total P&L (%) | 472.2856 | 382.3083 | 89.9774 | -32.7613 | 100.0259 | -132.7872 |
Avg Daily Profit (%) | 0.2524 | 0.2043 | 0.0481 | -0.0212 | 0.0371 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94797 | -131301 | -63426 | -132887 | -49348 | -40512 |
Profit Factor | 1.7058 | 2.2436 | 1.2487 | 0.9092 | 1.8447 | 0.4523 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 62.6506 | 64.2857 | 60.9756 | 62.6506 | 64.2857 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.0169 | 1.2465 | 0.7992 | 0.542 | 1.0248 | 0.2894 |
Largest Winning Trade | 116058 | 116058 | 53860 | 68622 | 68622 | 14134 |
Largest Losing Trade | -94797 | -45556 | -94797 | -132887 | -36253 | -132887 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 69 | 53 | 86 | 69 | 53 | 86 |
Avg Bars in Losers | 58 | 77 | 39 | 58 | 77 | 39 |
Bars Traded | 5402 | 2612 | 2790 | 5402 | 2612 | 2790 |
Profit Streak | 33.5947 | 33.5947 | 86.9281 | 33.5947 | 33.5947 | 86.9281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425699 | 477139 | -128564 | -579143 | -138565 | -578761 |
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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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