Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378047.0775 | 353589.7912 | 24457.2863 | -1519284.9785 | 713332.1556 | -2232617.1341 |
Total P&L (%) | 378.0471 | 353.5898 | 24.4573 | -1519.285 | 713.3322 | -2232.6171 |
Avg Daily Profit (%) | 0.1987 | 0.1859 | 0.0129 | 0 | 0.1102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309264 | -66763 | -286161 | -2177684 | -507449 | -2667414 |
Profit Factor | 1.4576 | 2.0909 | 1.0487 | 0.7635 | 1.4017 | 0.5196 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 25 | 25 | 50 | 27 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 21 | 25 |
Profitability (%) | 52.0833 | 52.0833 | 52.0833 | 52.0833 | 56.25 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.341 | 1.9236 | 0.9648 | 0.7024 | 1.0902 | 0.5647 |
Largest Winning Trade | 181727 | 181727 | 56396 | 493266 | 249491 | 493266 |
Largest Losing Trade | -203182 | -45393 | -203182 | -1069897 | -310330 | -1069897 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 66 | 62 | 70 | 54 | 48 | 61 |
Avg Bars in Losers | 47 | 39 | 55 | 60 | 54 | 65 |
Bars Traded | 5508 | 2470 | 3038 | 5508 | 2470 | 3038 |
Profit Streak | 504.0508 | 540.7175 | 504.0508 | 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 | 365153 | 447065 | -347243 | -580252 | -43798 | -581499 |
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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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