Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293504.117 | 166718.5403 | 126785.5767 | 775686.5714 | 239904.34 | 535782.2313 |
Total P&L (%) | 293.5041 | 166.7185 | 126.7856 | 775.6866 | 239.9043 | 535.7822 |
Avg Daily Profit (%) | 0.5086 | 0.2889 | 0.2197 | 0.3767 | 0.2122 | 0.321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39209 | -35134 | -28971 | -240683 | -355456 | -153429 |
Profit Factor | 2.0394 | 2.1244 | 1.9455 | 1.6622 | 1.3471 | 2.1154 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 44.2478 | 38.5965 | 50 | 44.2478 | 38.5965 | 50 |
Ratio Avg Win / Avg Loss | 2.5696 | 3.3797 | 1.9455 | 2.0943 | 2.1432 | 2.1154 |
Largest Winning Trade | 88107 | 88107 | 22641 | 343267 | 343267 | 206101 |
Largest Losing Trade | -22228 | -21559 | -22228 | -240683 | -240683 | -89728 |
Avg Bars in Trades | 118 | 90 | 147 | 118 | 90 | 147 |
Avg Bars in Winners | 184 | 148 | 212 | 184 | 148 | 212 |
Avg Bars in Losers | 65 | 53 | 81 | 65 | 53 | 81 |
Bars Traded | 13373 | 5138 | 8235 | 13373 | 5138 | 8235 |
Profit Streak | 0 | 0 | 504.2311 | 0 | 0 | 504.2311 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425087 | -172736 | -168376 | 373296 | -175949 | -166766 |
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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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