Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434862.4115 | 399454.3269 | 35408.0846 | 147826.8222 | 183384.3467 | -35557.5245 |
Total P&L (%) | 434.8624 | 399.4543 | 35.4081 | 147.8268 | 183.3843 | -35.5575 |
Avg Daily Profit (%) | 0.1902 | 0.1747 | 0.0155 | 0.0397 | 0.0456 | -0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91784 | -142975 | -76731 | -173254 | -200520 | -120895 |
Profit Factor | 1.7837 | 2.364 | 1.1351 | 1.1678 | 1.4077 | 0.9175 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 46.0674 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 2.0882 | 3.235 | 1.1351 | 1.3672 | 1.9263 | 0.9175 |
Largest Winning Trade | 266756 | 266756 | 56328 | 175883 | 175883 | 101180 |
Largest Losing Trade | -29170 | -29170 | -28622 | -57297 | -57297 | -55729 |
Avg Bars in Trades | 95 | 83 | 108 | 95 | 83 | 108 |
Avg Bars in Winners | 141 | 114 | 164 | 141 | 114 | 164 |
Avg Bars in Losers | 56 | 59 | 52 | 56 | 59 | 52 |
Bars Traded | 8504 | 3739 | 4765 | 8504 | 3739 | 4765 |
Profit Streak | 76.5989 | 117.5989 | 0 | 76.5989 | 117.5989 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366693 | 342463 | -246614 | -176527 | -132599 | -580719 |
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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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