Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476263.1463 | 316903.1177 | 159360.0285 | 1416267.817 | 474105.877 | 942161.94 |
Total P&L (%) | 476.2631 | 316.9031 | 159.36 | 1416.2678 | 474.1059 | 942.1619 |
Avg Daily Profit (%) | 0.252 | 0.1677 | 0.0843 | 0.144 | 0.0925 | 0.1241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94905 | -43394 | -131611 | -231271 | -231271 | -155041 |
Profit Factor | 2.0408 | 2.5052 | 1.6451 | 2.0759 | 1.6299 | 2.6713 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 52.1739 | 50 | 54.3478 | 52.1739 | 50 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.8708 | 2.5052 | 1.3819 | 1.9029 | 1.6299 | 2.2439 |
Largest Winning Trade | 97230 | 97230 | 38044 | 186860 | 184535 | 186860 |
Largest Losing Trade | -65012 | -24994 | -65012 | -231271 | -231271 | -121187 |
Avg Bars in Trades | 119 | 126 | 111 | 119 | 126 | 111 |
Avg Bars in Winners | 102 | 108 | 97 | 102 | 108 | 97 |
Avg Bars in Losers | 136 | 144 | 128 | 136 | 144 | 128 |
Bars Traded | 10956 | 5824 | 5132 | 10956 | 5824 | 5132 |
Profit Streak | 16.3849 | 0 | 20.8849 | 16.3849 | 0 | 20.8849 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469693 | 438972 | -77169 | 166870 | -66277 | -20619 |
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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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