Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455754.9746 | 403521.0889 | 52233.8857 | 247330.66 | 298894.1281 | -51563.4681 |
Total P&L (%) | 455.755 | 403.5211 | 52.2339 | 247.3307 | 298.8941 | -51.5635 |
Avg Daily Profit (%) | 0.2442 | 0.2162 | 0.028 | 0.0667 | 0.0742 | -0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115049 | -62552 | -121131 | -321483 | -195649 | -185242 |
Profit Factor | 1.6434 | 2.4902 | 1.1194 | 1.174 | 1.5222 | 0.9393 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 45.7831 | 53.6585 | 38.0952 | 45.7831 | 53.6585 | 38.0952 |
Ratio Avg Win / Avg Loss | 1.9461 | 2.1506 | 1.819 | 1.3903 | 1.3146 | 1.5263 |
Largest Winning Trade | 143368 | 143368 | 66962 | 263608 | 263608 | 124060 |
Largest Losing Trade | -35621 | -30675 | -35621 | -132209 | -101695 | -132209 |
Avg Bars in Trades | 43 | 32 | 54 | 43 | 32 | 54 |
Avg Bars in Winners | 61 | 36 | 95 | 61 | 36 | 95 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 3596 | 1323 | 2273 | 3596 | 1323 | 2273 |
Profit Streak | 47.8994 | 0 | 58.3994 | 47.8994 | 0 | 58.3994 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315142 | 468564 | -248822 | -135311 | -91985 | -582025 |
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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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