Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290365.0678 | 292108.1028 | -1743.035 | 83.7637 | 161662.9787 | -161579.215 |
Total P&L (%) | 290.3651 | 292.1081 | -1.743 | 0.0838 | 161.663 | -161.5792 |
Avg Daily Profit (%) | 0.268 | 0.2696 | -0.0016 | 0.0001 | 0.0888 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193365 | -107506 | -111222 | -830591 | -350674 | -562257 |
Profit Factor | 1.5616 | 2.1348 | 0.9933 | 1 | 1.1492 | 0.8486 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9521 | 2.9214 | 1.1352 | 1.25 | 1.5726 | 0.9698 |
Largest Winning Trade | 351711 | 351711 | 44932 | 447084 | 447084 | 138325 |
Largest Losing Trade | -34852 | -34852 | -33324 | -165376 | -128258 | -165376 |
Avg Bars in Trades | 139 | 151 | 128 | 139 | 151 | 128 |
Avg Bars in Winners | 168 | 185 | 153 | 168 | 185 | 153 |
Avg Bars in Losers | 116 | 126 | 106 | 116 | 126 | 106 |
Bars Traded | 12588 | 6808 | 5781 | 12588 | 6808 | 5781 |
Profit Streak | 86.8372 | 93.5872 | 86.8372 | 86.8372 | 93.5872 | 86.8372 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380541 | 384374 | -578978 | -579391 | -131232 | -580645 |
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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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