Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413429.2335 | 318085.2454 | 95343.9882 | 203851.6732 | -14843.7845 | 218695.4576 |
Total P&L (%) | 413.4292 | 318.0852 | 95.344 | 203.8517 | -14.8438 | 218.6955 |
Avg Daily Profit (%) | 0.1899 | 0.1461 | 0.0438 | 0.0511 | -0.0074 | 0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158270 | -123867 | -72120 | -1868323 | -1349842 | -612233 |
Profit Factor | 1.6281 | 1.9008 | 1.3125 | 1.047 | 0.994 | 1.117 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 55.6701 | 57.1429 | 54.1667 | 55.6701 | 57.1429 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2965 | 1.4256 | 1.1106 | 0.8337 | 0.7455 | 0.9451 |
Largest Winning Trade | 177700 | 177700 | 59246 | 511296 | 506554 | 511296 |
Largest Losing Trade | -53923 | -53923 | -43551 | -669666 | -669666 | -441729 |
Avg Bars in Trades | 82 | 59 | 106 | 82 | 59 | 106 |
Avg Bars in Winners | 67 | 39 | 97 | 67 | 39 | 97 |
Avg Bars in Losers | 102 | 87 | 117 | 102 | 87 | 117 |
Bars Traded | 8040 | 2935 | 5106 | 8040 | 2935 | 5106 |
Profit Streak | 0 | 0 | 155.4287 | 0 | 0 | 155.4287 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377983 | 198252 | -133053 | -294238 | -579755 | -214108 |
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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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