Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473381.6871 | 469528.6569 | 3853.0301 | -71549.635 | 1156692.197 | -1228241.832 |
Total P&L (%) | 473.3817 | 469.5287 | 3.853 | -71.5496 | 1156.6922 | -1228.2418 |
Avg Daily Profit (%) | 0.1989 | 0.1973 | 0.0016 | -0.0528 | 0.1064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115765 | -86809 | -200831 | -1154283 | -243287 | -1390497 |
Profit Factor | 1.5215 | 2.3481 | 1.0069 | 0.9744 | 2.5196 | 0.3954 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 52.1277 | 55.3191 | 48.9362 | 52.1277 | 55.3191 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.3973 | 1.8965 | 1.0507 | 0.8948 | 2.0351 | 0.4126 |
Largest Winning Trade | 136839 | 136839 | 75694 | 661275 | 661275 | 187512 |
Largest Losing Trade | -78549 | -43467 | -78549 | -576328 | -159598 | -576328 |
Avg Bars in Trades | 98 | 84 | 112 | 98 | 84 | 112 |
Avg Bars in Winners | 109 | 87 | 133 | 109 | 87 | 133 |
Avg Bars in Losers | 86 | 81 | 91 | 86 | 81 | 91 |
Bars Traded | 9236 | 3970 | 5265 | 9236 | 3970 | 5265 |
Profit Streak | 31.9361 | 47.9361 | 31.9361 | 31.9361 | 47.9361 | 31.9361 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380639 | 482446 | -569169 | -579253 | -44383 | -580570 |
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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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