Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330290.1873 | 153767.013 | 176523.1743 | 432116.0837 | 382615.748 | 49500.3356 |
Total P&L (%) | 330.2902 | 153.767 | 176.5232 | 432.1161 | 382.6157 | 49.5003 |
Avg Daily Profit (%) | 0.1962 | 0.0913 | 0.1049 | 0.0994 | 0.0936 | 0.0239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77774 | -61022 | -73537 | -468911 | -384348 | -637377 |
Profit Factor | 1.6652 | 1.7209 | 1.6234 | 1.1374 | 1.3002 | 1.0265 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 53.1915 | 55.3191 | 51.0638 | 53.1915 | 55.3191 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.4654 | 1.3899 | 1.5557 | 1.0009 | 1.0501 | 0.9837 |
Largest Winning Trade | 65288 | 46718 | 65288 | 298804 | 205932 | 298804 |
Largest Losing Trade | -42542 | -21277 | -42542 | -324237 | -130583 | -324237 |
Avg Bars in Trades | 50 | 34 | 67 | 50 | 34 | 67 |
Avg Bars in Winners | 62 | 34 | 91 | 62 | 34 | 91 |
Avg Bars in Losers | 38 | 34 | 41 | 38 | 34 | 41 |
Bars Traded | 4781 | 1618 | 3163 | 4781 | 1618 | 3163 |
Profit Streak | 0 | 0 | 88.0691 | 0 | 0 | 88.0691 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370661 | -68089 | -49135 | -129095 | -67214 | -354645 |
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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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