Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451312.8415 | 388288.2185 | 63024.6229 | -286412.7976 | 530768.4242 | -817181.2218 |
Total P&L (%) | 451.3128 | 388.2882 | 63.0246 | -286.4128 | 530.7684 | -817.1812 |
Avg Daily Profit (%) | 0.2373 | 0.2041 | 0.0331 | 0 | 0.0969 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200736 | -141315 | -177958 | -835151 | -143954 | -842798 |
Profit Factor | 1.6142 | 2.0564 | 1.1716 | 0.8145 | 2.114 | 0.2344 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 47 | 19 | 28 | 48 | 28 | 20 |
Losing Trades | 48 | 29 | 19 | 47 | 20 | 27 |
Profitability (%) | 49.4737 | 39.5833 | 59.5745 | 50.5263 | 58.3333 | 42.5532 |
Ratio Avg Win / Avg Loss | 1.6485 | 3.1387 | 0.795 | 0.7975 | 1.51 | 0.3164 |
Largest Winning Trade | 234529 | 234529 | 57443 | 271357 | 271357 | 52930 |
Largest Losing Trade | -127029 | -54692 | -127029 | -518381 | -132820 | -518381 |
Avg Bars in Trades | 77 | 67 | 88 | 77 | 67 | 88 |
Avg Bars in Winners | 108 | 115 | 104 | 57 | 60 | 54 |
Avg Bars in Losers | 47 | 36 | 64 | 98 | 78 | 112 |
Bars Traded | 7389 | 3247 | 4142 | 7389 | 3247 | 4142 |
Profit Streak | 0 | 0 | 664.8923 | 500.8923 | 511.1423 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397582 | 273721 | -179865 | -579872 | -57443 | -583592 |
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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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