Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309013.584 | 295549.0426 | 13464.5414 | -721623.3037 | 155632.8068 | -877256.1105 |
Total P&L (%) | 309.0136 | 295.549 | 13.4645 | -721.6233 | 155.6328 | -877.2561 |
Avg Daily Profit (%) | 0.1654 | 0.1582 | 0.0072 | 0 | 0.0502 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235691 | -99855 | -208701 | -1913024 | -676009 | -1588051 |
Profit Factor | 1.3815 | 1.8543 | 1.029 | 0.8213 | 1.1065 | 0.6596 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 28 | 30 | 54 | 26 | 28 |
Losing Trades | 33 | 17 | 16 | 37 | 19 | 18 |
Profitability (%) | 63.7363 | 62.2222 | 65.2174 | 59.3407 | 57.7778 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.786 | 1.1258 | 0.5488 | 0.5628 | 0.8086 | 0.424 |
Largest Winning Trade | 48423 | 48423 | 34568 | 398575 | 398575 | 271873 |
Largest Losing Trade | -174704 | -64454 | -174704 | -1508558 | -235645 | -1508558 |
Avg Bars in Trades | 118 | 125 | 111 | 118 | 125 | 111 |
Avg Bars in Winners | 74 | 70 | 77 | 99 | 94 | 104 |
Avg Bars in Losers | 196 | 216 | 174 | 146 | 168 | 122 |
Bars Traded | 10797 | 5660 | 5137 | 10797 | 5660 | 5137 |
Profit Streak | 23.8119 | 0 | 67.4785 | 0 | 56.1452 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327118 | 407591 | -428453 | -579324 | -229232 | -579295 |
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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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