Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489752.142 | 344614.8072 | 145137.3348 | -457023.253 | 80213.9513 | -537237.2043 |
Total P&L (%) | 489.7521 | 344.6148 | 145.1373 | -457.0233 | 80.214 | -537.2372 |
Avg Daily Profit (%) | 0.2592 | 0.1824 | 0.0768 | 0 | 0.0312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120248 | -60875 | -154556 | -653730 | -129401 | -592798 |
Profit Factor | 1.998 | 2.6417 | 1.5169 | 0.5997 | 1.2304 | 0.3229 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 58 | 28 | 30 | 34 | 19 | 15 |
Losing Trades | 32 | 17 | 15 | 56 | 26 | 30 |
Profitability (%) | 64.4444 | 62.2222 | 66.6667 | 37.7778 | 42.2222 | 33.3333 |
Ratio Avg Win / Avg Loss | 1.1024 | 1.6039 | 0.7584 | 0.9877 | 1.6837 | 0.6459 |
Largest Winning Trade | 150471 | 150471 | 35516 | 123528 | 123528 | 76330 |
Largest Losing Trade | -107297 | -27991 | -107297 | -233745 | -61728 | -233745 |
Avg Bars in Trades | 121 | 110 | 133 | 121 | 110 | 133 |
Avg Bars in Winners | 81 | 77 | 86 | 179 | 154 | 211 |
Avg Bars in Losers | 194 | 166 | 226 | 86 | 78 | 93 |
Bars Traded | 10975 | 4989 | 5985 | 10975 | 4989 | 5985 |
Profit Streak | 185.3849 | 185.3849 | 326.7182 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529973 | 559578 | -86982 | -585290 | -153431 | -587193 |
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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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