Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528996.5234 | 370652.4776 | 158344.0459 | 486509.8872 | -120184.972 | 606694.8592 |
Total P&L (%) | 528.9965 | 370.6525 | 158.344 | 486.5099 | -120.185 | 606.6949 |
Avg Daily Profit (%) | 0.2781 | 0.1949 | 0.0833 | 0.0931 | 0 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112859 | -138944 | -60244 | -1264214 | -1177552 | -344839 |
Profit Factor | 1.8064 | 1.9727 | 1.5759 | 1.1356 | 0.9433 | 1.4135 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 54.3478 | 52.1739 | 56.5217 | 54.3478 | 52.1739 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.5174 | 1.8083 | 1.2123 | 0.9539 | 0.8647 | 1.0873 |
Largest Winning Trade | 159278 | 159278 | 42857 | 522768 | 522768 | 341375 |
Largest Losing Trade | -44452 | -44452 | -30705 | -510168 | -510168 | -310424 |
Avg Bars in Trades | 78 | 98 | 58 | 78 | 98 | 58 |
Avg Bars in Winners | 93 | 117 | 70 | 93 | 117 | 70 |
Avg Bars in Losers | 61 | 77 | 43 | 61 | 77 | 43 |
Bars Traded | 7254 | 4545 | 2710 | 7254 | 4545 | 2710 |
Profit Streak | 0 | 0 | 666.1899 | 0 | 0 | 666.1899 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465880 | 420485 | -77783 | -140926 | -580422 | -52212 |
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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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