Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263377.2109 | 136860.269 | 126516.9419 | 450054.4794 | 171719.0953 | 278335.3841 |
Total P&L (%) | 263.3772 | 136.8603 | 126.5169 | 450.0545 | 171.7191 | 278.3354 |
Avg Daily Profit (%) | 0.2865 | 0.1489 | 0.1376 | 0.1856 | 0.1088 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61730 | -63953 | -25140 | -275291 | -247057 | -93383 |
Profit Factor | 1.814 | 1.6937 | 2.0019 | 1.5481 | 1.339 | 1.8848 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 43.8095 | 33.9623 | 53.8462 | 43.8095 | 33.9623 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.3266 | 3.2932 | 1.7159 | 1.9856 | 2.6037 | 1.6156 |
Largest Winning Trade | 111241 | 111241 | 30343 | 195438 | 195438 | 116599 |
Largest Losing Trade | -17104 | -17104 | -13722 | -98350 | -98350 | -38048 |
Avg Bars in Trades | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Winners | 40 | 47 | 36 | 40 | 47 | 36 |
Avg Bars in Losers | 12 | 14 | 7 | 12 | 14 | 7 |
Bars Traded | 2577 | 1380 | 1197 | 2577 | 1380 | 1197 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358241 | -177396 | -184789 | 300928 | -232611 | -175384 |
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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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