Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320922.8562 | 372802.8023 | -51879.9461 | -110426.2127 | -40723.0189 | -69703.1938 |
Total P&L (%) | 320.9229 | 372.8028 | -51.8799 | -110.4262 | -40.723 | -69.7032 |
Avg Daily Profit (%) | 0.1678 | 0.195 | -0.0271 | 0 | -0.0273 | -0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156820 | -70150 | -233324 | -134857 | -43441 | -110734 |
Profit Factor | 1.3473 | 2.0025 | 0.906 | 0.6625 | 0.7151 | 0.6217 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 25 | 26 | 39 | 21 | 18 |
Losing Trades | 39 | 20 | 19 | 51 | 24 | 27 |
Profitability (%) | 56.6667 | 55.5556 | 57.7778 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 1.0303 | 1.602 | 0.6621 | 0.8663 | 0.8173 | 0.9325 |
Largest Winning Trade | 187114 | 187114 | 46864 | 29839 | 14017 | 29839 |
Largest Losing Trade | -119136 | -55349 | -119136 | -47931 | -42685 | -47931 |
Avg Bars in Trades | 62 | 55 | 68 | 62 | 55 | 68 |
Avg Bars in Winners | 47 | 37 | 58 | 80 | 77 | 84 |
Avg Bars in Losers | 80 | 79 | 82 | 47 | 37 | 57 |
Bars Traded | 5581 | 2509 | 3072 | 5581 | 2509 | 3072 |
Profit Streak | 15.6432 | 0 | 35.6432 | 0 | 278.9765 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338555 | 438098 | -579160 | -583130 | -580615 | -584600 |
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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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