Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406436.079 | 318343.1656 | 88092.9133 | -121566.4844 | 12545.3988 | -134111.8832 |
Total P&L (%) | 406.4361 | 318.3432 | 88.0929 | -121.5665 | 12.5454 | -134.1119 |
Avg Daily Profit (%) | 0.1869 | 0.1464 | 0.0405 | 0 | 0.0054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184979 | -89328 | -249870 | -291492 | -26399 | -276742 |
Profit Factor | 1.5544 | 2.1155 | 1.1967 | 0.6868 | 1.1937 | 0.5853 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 30 | 33 | 30 | 16 | 14 |
Losing Trades | 29 | 16 | 13 | 62 | 30 | 32 |
Profitability (%) | 68.4783 | 65.2174 | 71.7391 | 32.6087 | 34.7826 | 30.4348 |
Ratio Avg Win / Avg Loss | 0.7155 | 1.1283 | 0.4714 | 1.4195 | 2.2381 | 1.3379 |
Largest Winning Trade | 88178 | 88178 | 59362 | 71547 | 35837 | 71547 |
Largest Losing Trade | -121424 | -45897 | -121424 | -276742 | -14750 | -276742 |
Avg Bars in Trades | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Winners | 33 | 35 | 31 | 63 | 72 | 53 |
Avg Bars in Losers | 70 | 73 | 67 | 35 | 35 | 35 |
Bars Traded | 4128 | 2227 | 1901 | 4128 | 2227 | 1901 |
Profit Streak | 0 | 0 | 138.2843 | 69.2843 | 80.2843 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374363 | 262990 | -140741 | -585070 | -283833 | -586646 |
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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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