Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383046.9992 | 302842.8645 | 80204.1348 | 194318.7677 | 383112.2729 | -188793.5052 |
Total P&L (%) | 383.047 | 302.8429 | 80.2041 | 194.3188 | 383.1123 | -188.7935 |
Avg Daily Profit (%) | 0.2033 | 0.1607 | 0.0426 | 0.0573 | 0.0836 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132937 | -114430 | -94993 | -330071 | -185053 | -368641 |
Profit Factor | 1.5733 | 2.0384 | 1.213 | 1.155 | 1.8147 | 0.759 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 60 | 57.7778 | 62.2222 | 60 | 57.7778 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.0489 | 1.4896 | 0.7365 | 0.77 | 1.3262 | 0.4608 |
Largest Winning Trade | 67850 | 67850 | 45368 | 216572 | 216572 | 99432 |
Largest Losing Trade | -58605 | -36636 | -58605 | -239013 | -138411 | -239013 |
Avg Bars in Trades | 79 | 61 | 97 | 79 | 61 | 97 |
Avg Bars in Winners | 83 | 57 | 108 | 83 | 57 | 108 |
Avg Bars in Losers | 72 | 68 | 77 | 72 | 68 | 77 |
Bars Traded | 7150 | 2784 | 4367 | 7150 | 2784 | 4367 |
Profit Streak | 49.0909 | 0 | 83.3409 | 49.0909 | 0 | 83.3409 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414094 | 400415 | -135965 | -165999 | -77912 | -578569 |
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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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