Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427168.8091 | 319128.4872 | 108040.3219 | 318890.5529 | 631361.8486 | -312471.2958 |
Total P&L (%) | 427.1688 | 319.1285 | 108.0403 | 318.8906 | 631.3618 | -312.4713 |
Avg Daily Profit (%) | 0.194 | 0.1449 | 0.0491 | 0.0651 | 0.0904 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146838 | -141269 | -57189 | -2925888 | -1851530 | -1464615 |
Profit Factor | 1.7655 | 1.9093 | 1.5219 | 1.0567 | 1.2033 | 0.8761 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 46.3415 | 50 | 48.1928 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 1.898 | 2.2108 | 1.5219 | 1.1359 | 1.3933 | 0.8761 |
Largest Winning Trade | 136740 | 136740 | 49185 | 1397981 | 1397981 | 633099 |
Largest Losing Trade | -44138 | -33985 | -44138 | -1464615 | -478894 | -1464615 |
Avg Bars in Trades | 73 | 100 | 46 | 73 | 100 | 46 |
Avg Bars in Winners | 100 | 145 | 60 | 100 | 145 | 60 |
Avg Bars in Losers | 47 | 62 | 33 | 47 | 62 | 33 |
Bars Traded | 6099 | 4129 | 1970 | 6099 | 4129 | 1970 |
Profit Streak | 123.6302 | 0 | 261.2969 | 123.6302 | 0 | 261.2969 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342114 | 97051 | -123812 | -265650 | -73730 | -579764 |
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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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