Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494249.7395 | 469192.1949 | 25057.5446 | 37178.3775 | 480667.3924 | -443489.0149 |
Total P&L (%) | 494.2497 | 469.1922 | 25.0575 | 37.1784 | 480.6674 | -443.489 |
Avg Daily Profit (%) | 0.25 | 0.2374 | 0.0127 | 0.016 | 0.089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162362 | -158295 | -94950 | -2367559 | -1945268 | -705032 |
Profit Factor | 1.8575 | 2.3014 | 1.1161 | 1.0072 | 1.1389 | 0.7441 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 54.9451 | 60 | 50 | 54.9451 | 60 | 50 |
Ratio Avg Win / Avg Loss | 1.5232 | 1.5342 | 1.1161 | 0.8259 | 0.7593 | 0.7441 |
Largest Winning Trade | 203668 | 203668 | 52746 | 1208116 | 1208116 | 366223 |
Largest Losing Trade | -69794 | -69794 | -66243 | -1613876 | -1613876 | -473961 |
Avg Bars in Trades | 80 | 142 | 20 | 80 | 142 | 20 |
Avg Bars in Winners | 78 | 126 | 21 | 78 | 126 | 21 |
Avg Bars in Losers | 83 | 165 | 18 | 83 | 165 | 18 |
Bars Traded | 7336 | 6404 | 933 | 7336 | 6404 | 933 |
Profit Streak | 501.3979 | 0 | 506.8979 | 501.3979 | 0 | 506.8979 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469512 | 492640 | -271339 | -386806 | -142123 | -579842 |
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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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