Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365062.4005 | 180345.2457 | 184717.1547 | 63060.4849 | 96483.2435 | -33422.7585 |
Total P&L (%) | 365.0624 | 180.3452 | 184.7172 | 63.0605 | 96.4832 | -33.4228 |
Avg Daily Profit (%) | 0.1932 | 0.0954 | 0.0977 | 0.0259 | 0.0357 | -0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94528 | -89749 | -94528 | -167478 | -16562 | -164890 |
Profit Factor | 1.9229 | 1.9203 | 1.9255 | 1.2543 | 2.7213 | 0.8259 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 61.4583 | 52.0833 | 70.8333 | 61.4583 | 52.0833 | 70.8333 |
Ratio Avg Win / Avg Loss | 1.2059 | 1.7667 | 0.7929 | 0.7866 | 2.5036 | 0.3401 |
Largest Winning Trade | 89703 | 89703 | 39436 | 31585 | 29553 | 31585 |
Largest Losing Trade | -94528 | -35651 | -94528 | -164890 | -12711 | -164890 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Losers | 69 | 77 | 57 | 69 | 77 | 57 |
Bars Traded | 5331 | 2889 | 2442 | 5331 | 2889 | 2442 |
Profit Streak | 127.2191 | 127.2191 | 204.2191 | 127.2191 | 127.2191 | 204.2191 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477463 | -60614 | -57389 | -157472 | -138640 | -576551 |
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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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