Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309609.4934 | 248041.5378 | 61567.9556 | 247.6835 | -75797.4562 | 76045.1397 |
Total P&L (%) | 309.6095 | 248.0415 | 61.568 | 0.2477 | -75.7975 | 76.0451 |
Avg Daily Profit (%) | 0.1617 | 0.1296 | 0.0322 | 0.0001 | -0.0741 | 0.0295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135281 | -103111 | -86652 | -783868 | -735715 | -265786 |
Profit Factor | 1.4731 | 1.6594 | 1.2213 | 1.0001 | 0.9452 | 1.093 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 52.3256 | 53.4884 | 51.1628 | 52.3256 | 53.4884 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.3422 | 1.443 | 1.1658 | 0.9112 | 0.8219 | 1.0433 |
Largest Winning Trade | 179830 | 179830 | 52321 | 332377 | 332377 | 176222 |
Largest Losing Trade | -64074 | -35879 | -64074 | -298238 | -298238 | -178797 |
Avg Bars in Trades | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Winners | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Losers | 31 | 42 | 21 | 31 | 42 | 21 |
Bars Traded | 3567 | 2049 | 1518 | 3567 | 2049 | 1518 |
Profit Streak | 0 | 28.386 | 0 | 0 | 28.386 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322813 | -16985 | -150685 | -579950 | -579734 | -271468 |
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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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