Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527807.0033 | 483302.8064 | 44504.1969 | 50156.487 | -203687.2664 | 253843.7534 |
Total P&L (%) | 527.807 | 483.3028 | 44.5042 | 50.1565 | -203.6873 | 253.8438 |
Avg Daily Profit (%) | 0.2829 | 0.259 | 0.0239 | 0.0218 | 0 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218708 | -215284 | -103046 | -1180767 | -1151146 | -587931 |
Profit Factor | 1.7307 | 2.1579 | 1.146 | 1.0153 | 0.8995 | 1.2012 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 2.1634 | 3.3909 | 1.146 | 1.2691 | 1.4134 | 1.2012 |
Largest Winning Trade | 304195 | 304195 | 44584 | 405195 | 405195 | 283384 |
Largest Losing Trade | -55651 | -36131 | -55651 | -462711 | -267998 | -462711 |
Avg Bars in Trades | 67 | 106 | 28 | 67 | 106 | 28 |
Avg Bars in Winners | 98 | 179 | 35 | 98 | 179 | 35 |
Avg Bars in Losers | 43 | 60 | 22 | 43 | 60 | 22 |
Bars Traded | 7316 | 5762 | 1554 | 7316 | 5762 | 1554 |
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 | 365523 | -172145 | -402576 | -370692 | -763487 | -282765 |
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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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