Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494987.0622 | 409149.2434 | 85837.8187 | 127957.2419 | 202786.0639 | -74828.822 |
Total P&L (%) | 494.9871 | 409.1492 | 85.8378 | 127.9572 | 202.7861 | -74.8288 |
Avg Daily Profit (%) | 0.2152 | 0.1779 | 0.0373 | 0.0358 | 0.0482 | -0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146323 | -180578 | -129735 | -330483 | -327934 | -342115 |
Profit Factor | 1.6511 | 1.877 | 1.2922 | 1.0961 | 1.2728 | 0.8728 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 45.4545 | 40.9091 | 50 | 45.4545 | 40.9091 | 50 |
Ratio Avg Win / Avg Loss | 1.9813 | 2.7113 | 1.2922 | 1.3153 | 1.8385 | 0.8728 |
Largest Winning Trade | 205666 | 205666 | 53603 | 200723 | 200723 | 104834 |
Largest Losing Trade | -40500 | -40500 | -39480 | -95567 | -95567 | -92134 |
Avg Bars in Trades | 101 | 122 | 81 | 101 | 122 | 81 |
Avg Bars in Winners | 131 | 167 | 102 | 131 | 167 | 102 |
Avg Bars in Losers | 77 | 91 | 60 | 77 | 91 | 60 |
Bars Traded | 8975 | 5393 | 3582 | 8975 | 5393 | 3582 |
Profit Streak | 17.5729 | 0 | 259.5729 | 17.5729 | 0 | 259.5729 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356841 | 270645 | -141558 | -260815 | -131022 | -579322 |
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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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