Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409208.0037 | 401788.0644 | 7419.9392 | 9173.0883 | 64490.1685 | -55317.0802 |
Total P&L (%) | 409.208 | 401.7881 | 7.4199 | 9.1731 | 64.4902 | -55.3171 |
Avg Daily Profit (%) | 0.2196 | 0.2156 | 0.004 | 0.0047 | 0.0267 | -0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164247 | -133961 | -129789 | -97983 | -81635 | -88107 |
Profit Factor | 1.4879 | 2.1303 | 1.0154 | 1.0169 | 1.2951 | 0.8291 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 44.086 | 50 | 38.2979 | 44.086 | 50 | 38.2979 |
Ratio Avg Win / Avg Loss | 1.8871 | 2.1303 | 1.6359 | 1.2897 | 1.2951 | 1.3358 |
Largest Winning Trade | 227657 | 227657 | 63006 | 86889 | 86889 | 47262 |
Largest Losing Trade | -44268 | -34359 | -44268 | -54972 | -34506 | -54972 |
Avg Bars in Trades | 57 | 41 | 74 | 57 | 41 | 74 |
Avg Bars in Winners | 81 | 44 | 129 | 81 | 44 | 129 |
Avg Bars in Losers | 39 | 37 | 40 | 39 | 37 | 40 |
Bars Traded | 5393 | 1899 | 3494 | 5393 | 1899 | 3494 |
Profit Streak | 45.0851 | 0 | 55.0851 | 45.0851 | 0 | 55.0851 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310892 | 427676 | -559706 | -555721 | -157429 | -583019 |
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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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