Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414082.0061 | 370429.334 | 43652.6721 | 164608.1509 | 119280.811 | 45327.3399 |
Total P&L (%) | 414.082 | 370.4293 | 43.6527 | 164.6082 | 119.2808 | 45.3273 |
Avg Daily Profit (%) | 0.1811 | 0.162 | 0.0191 | 0.0426 | 0.0343 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153212 | -167751 | -103655 | -423657 | -531174 | -289158 |
Profit Factor | 1.6093 | 2.02 | 1.1379 | 1.1049 | 1.1321 | 1.068 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 48.6239 | 47.2727 | 50 | 48.6239 | 47.2727 | 50 |
Ratio Avg Win / Avg Loss | 1.7004 | 2.2531 | 1.1379 | 1.1675 | 1.2628 | 1.068 |
Largest Winning Trade | 192633 | 192633 | 49380 | 184571 | 184571 | 98749 |
Largest Losing Trade | -43577 | -29561 | -43577 | -100116 | -90797 | -100116 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 48 | 37 | 59 | 48 | 37 | 59 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 4193 | 1930 | 2263 | 4193 | 1930 | 2263 |
Profit Streak | 0 | 0 | 77.7865 | 0 | 0 | 77.7865 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369360 | -169981 | -417544 | -241425 | -403322 | -497935 |
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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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