Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358475.3533 | 219043.0105 | 139432.3428 | 10967.91 | 120017.1647 | -109049.2547 |
Total P&L (%) | 358.4754 | 219.043 | 139.4323 | 10.9679 | 120.0172 | -109.0493 |
Avg Daily Profit (%) | 0.1981 | 0.121 | 0.077 | 0.0058 | 0.0436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128882 | -112198 | -111950 | -514611 | -339608 | -519076 |
Profit Factor | 1.5173 | 1.6154 | 1.4137 | 1.0057 | 1.1355 | 0.8946 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 60 | 52.7273 | 67.2727 | 60 | 52.7273 | 67.2727 |
Ratio Avg Win / Avg Loss | 1.0115 | 1.4483 | 0.6877 | 0.6705 | 1.018 | 0.4352 |
Largest Winning Trade | 112704 | 112704 | 61886 | 181794 | 181794 | 113660 |
Largest Losing Trade | -76948 | -40569 | -76948 | -371145 | -123795 | -371145 |
Avg Bars in Trades | 62 | 80 | 43 | 62 | 80 | 43 |
Avg Bars in Winners | 55 | 67 | 46 | 55 | 67 | 46 |
Avg Bars in Losers | 71 | 93 | 38 | 71 | 93 | 38 |
Bars Traded | 6823 | 4406 | 2417 | 6823 | 4406 | 2417 |
Profit Streak | 38.6692 | 38.6692 | 73.1692 | 38.6692 | 38.6692 | 73.1692 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417365 | -208635 | -268226 | -534139 | -385333 | -758036 |
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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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