Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156193.4483 | -35334.9881 | 191528.4363 | 63452.4939 | -46791.8061 | 110244.3 |
Total P&L (%) | 156.1934 | -35.335 | 191.5284 | 63.4525 | -46.7918 | 110.2443 |
Avg Daily Profit (%) | 0.1493 | -0.0338 | 0.183 | 0.047 | -0.0603 | 0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70082 | -107267 | -56354 | -126820 | -103795 | -86085 |
Profit Factor | 1.3636 | 0.8703 | 2.2187 | 1.133 | 0.8321 | 1.556 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 65.2174 | 54.3478 | 76.087 | 65.2174 | 54.3478 | 76.087 |
Ratio Avg Win / Avg Loss | 0.7273 | 0.731 | 0.6973 | 0.6043 | 0.6989 | 0.489 |
Largest Winning Trade | 28065 | 24184 | 28065 | 27471 | 27471 | 20719 |
Largest Losing Trade | -50659 | -31779 | -50659 | -77324 | -46510 | -77324 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 45 | 41 | 47 | 45 | 41 | 47 |
Avg Bars in Losers | 97 | 91 | 108 | 97 | 91 | 108 |
Bars Traded | 5806 | 2946 | 2860 | 5806 | 2946 | 2860 |
Profit Streak | 32.1627 | 32.1627 | 41.996 | 32.1627 | 32.1627 | 41.996 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328811 | -578686 | 499598 | -202357 | -578686 | -93141 |
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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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