Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346471.93 | 265391.6494 | 81080.2806 | 1438.1646 | 85333.148 | -83894.9834 |
Total P&L (%) | 346.4719 | 265.3916 | 81.0803 | 1.4382 | 85.3331 | -83.895 |
Avg Daily Profit (%) | 0.1813 | 0.1389 | 0.0424 | 0.0007 | 0.0323 | -0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186470 | -169378 | -91425 | -628457 | -474130 | -202272 |
Profit Factor | 1.5291 | 1.744 | 1.272 | 1.0011 | 1.1172 | 0.8449 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.8202 | 38.6364 | 48.8889 | 43.8202 | 38.6364 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.9604 | 2.7698 | 1.3298 | 1.2835 | 1.7744 | 0.8833 |
Largest Winning Trade | 323753 | 323753 | 59121 | 516028 | 516028 | 84137 |
Largest Losing Trade | -42939 | -32048 | -42939 | -114329 | -102864 | -114329 |
Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Winners | 87 | 92 | 83 | 87 | 92 | 83 |
Avg Bars in Losers | 41 | 33 | 51 | 41 | 33 | 51 |
Bars Traded | 5504 | 2477 | 3027 | 5504 | 2477 | 3027 |
Profit Streak | 48.4116 | 127.7449 | 48.4116 | 48.4116 | 127.7449 | 48.4116 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319681 | -7765 | -136136 | -578045 | -243619 | -580582 |
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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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