Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237817.4683 | 193277.6148 | 44539.8534 | -256071.9803 | -17397.6634 | -238674.3169 |
Total P&L (%) | 237.8175 | 193.2776 | 44.5399 | -256.072 | -17.3977 | -238.6743 |
Avg Daily Profit (%) | 0.2322 | 0.1887 | 0.0435 | 0 | -0.0187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145956 | -89126 | -92388 | -302463 | -85314 | -76929 |
Profit Factor | 1.4219 | 1.7683 | 1.1427 | 0.5235 | 0.9095 | 0.3086 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 24 | 29 | 43 | 25 | 18 |
Losing Trades | 43 | 24 | 19 | 53 | 23 | 30 |
Profitability (%) | 55.2083 | 50 | 60.4167 | 44.7917 | 52.0833 | 37.5 |
Ratio Avg Win / Avg Loss | 1.1536 | 1.7683 | 0.7487 | 0.6453 | 0.8367 | 0.5143 |
Largest Winning Trade | 74844 | 74844 | 32050 | 46391 | 46391 | 26389 |
Largest Losing Trade | -125371 | -68464 | -125371 | -183533 | -53230 | -183533 |
Avg Bars in Trades | 30 | 32 | 27 | 30 | 32 | 27 |
Avg Bars in Winners | 27 | 24 | 30 | 30 | 41 | 16 |
Avg Bars in Losers | 33 | 41 | 23 | 29 | 24 | 33 |
Bars Traded | 2893 | 1580 | 1313 | 2893 | 1580 | 1313 |
Profit Streak | 62.3396 | 64.6729 | 62.3396 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382715 | 414928 | -199580 | -582547 | -580419 | -585272 |
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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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