Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450344.0094 | 318933.394 | 131410.6154 | -101474.1085 | -4777.3155 | -96696.793 |
Total P&L (%) | 450.344 | 318.9334 | 131.4106 | -101.4741 | -4.7773 | -96.6968 |
Avg Daily Profit (%) | 0.2066 | 0.1463 | 0.0603 | 0 | -0.0022 | -0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159795 | -82772 | -214465 | -186872 | -49660 | -176460 |
Profit Factor | 1.5539 | 2.0685 | 1.2554 | 0.5596 | 0.9078 | 0.4586 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 69 | 32 | 37 | 27 | 17 | 10 |
Losing Trades | 27 | 16 | 11 | 69 | 31 | 38 |
Profitability (%) | 71.875 | 66.6667 | 77.0833 | 28.125 | 35.4167 | 20.8333 |
Ratio Avg Win / Avg Loss | 0.608 | 1.0343 | 0.3732 | 1.4302 | 1.6554 | 1.7427 |
Largest Winning Trade | 90254 | 90254 | 49173 | 57357 | 16680 | 57357 |
Largest Losing Trade | -100716 | -40706 | -100716 | -110066 | -38994 | -110066 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 33 | 32 | 34 | 63 | 66 | 58 |
Avg Bars in Losers | 69 | 68 | 70 | 36 | 32 | 38 |
Bars Traded | 4197 | 2136 | 2061 | 4197 | 2136 | 2061 |
Profit Streak | 11.9208 | 0 | 304.9208 | 0 | 86.9208 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419055 | 265498 | -109239 | -594897 | -583024 | -626368 |
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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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