Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252317.7091 | 133423.6882 | 118894.021 | -53248.1562 | 453.0366 | -53701.1928 |
Total P&L (%) | 252.3177 | 133.4237 | 118.894 | -53.2482 | 0.453 | -53.7012 |
Avg Daily Profit (%) | 0.2466 | 0.1304 | 0.1162 | -0.0743 | 0.0004 | -0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113404 | -125116 | -31168 | -62658 | -60343 | -14954 |
Profit Factor | 1.5596 | 1.5177 | 1.6155 | 0.7756 | 1.0045 | 0.6092 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 59.3407 | 51.1111 | 67.3913 | 59.3407 | 51.1111 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.0686 | 1.4517 | 0.7817 | 0.5314 | 0.9609 | 0.2948 |
Largest Winning Trade | 90581 | 90581 | 30547 | 22213 | 22213 | 7453 |
Largest Losing Trade | -95259 | -50646 | -95259 | -95259 | -18037 | -95259 |
Avg Bars in Trades | 32 | 45 | 19 | 32 | 45 | 19 |
Avg Bars in Winners | 28 | 40 | 19 | 28 | 40 | 19 |
Avg Bars in Losers | 38 | 51 | 19 | 38 | 51 | 19 |
Bars Traded | 2941 | 2058 | 883 | 2941 | 2058 | 883 |
Profit Streak | 11.2866 | 0 | 12.9533 | 11.2866 | 0 | 12.9533 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424043 | -17339 | -34400 | -578688 | -574991 | -577562 |
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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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