Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476833.8701 | 430305.9425 | 46527.9276 | -102291.3328 | 218701.1743 | -320992.5071 |
Total P&L (%) | 476.8339 | 430.3059 | 46.5279 | -102.2913 | 218.7012 | -320.9925 |
Avg Daily Profit (%) | 0.2549 | 0.23 | 0.0249 | 0 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127312 | -112769 | -133651 | -466714 | -94709 | -525377 |
Profit Factor | 1.8267 | 2.7471 | 1.1408 | 0.8643 | 2.2556 | 0.4461 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 50 | 21 | 29 | 46 | 28 | 18 |
Losing Trades | 45 | 26 | 19 | 49 | 19 | 30 |
Profitability (%) | 52.6316 | 44.6809 | 60.4167 | 48.4211 | 59.5745 | 37.5 |
Ratio Avg Win / Avg Loss | 1.6441 | 3.4012 | 0.7474 | 0.9206 | 1.5306 | 0.7434 |
Largest Winning Trade | 250360 | 250360 | 52306 | 191249 | 191249 | 159133 |
Largest Losing Trade | -112187 | -47249 | -112187 | -343975 | -89656 | -343975 |
Avg Bars in Trades | 115 | 97 | 132 | 115 | 97 | 132 |
Avg Bars in Winners | 149 | 103 | 183 | 78 | 103 | 39 |
Avg Bars in Losers | 76 | 92 | 55 | 149 | 87 | 188 |
Bars Traded | 10934 | 4567 | 6367 | 10934 | 4567 | 6367 |
Profit Streak | 31.9919 | 34.1585 | 31.9919 | 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 | 473343 | 420270 | -226628 | -581138 | -104542 | -585550 |
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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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