Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431821.461 | 365806.4961 | 66014.9649 | 113630.9983 | 189872.9937 | -76241.9955 |
Total P&L (%) | 431.8215 | 365.8065 | 66.015 | 113.631 | 189.873 | -76.242 |
Avg Daily Profit (%) | 0.2313 | 0.1959 | 0.0354 | 0.0407 | 0.057 | -0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104959 | -134180 | -103612 | -158731 | -142212 | -135943 |
Profit Factor | 1.5115 | 1.9623 | 1.1422 | 1.1332 | 1.5096 | 0.8412 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 49.1525 | 45.7627 | 52.5424 | 49.1525 | 45.7627 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.5636 | 2.3257 | 1.0317 | 1.1723 | 1.7891 | 0.7598 |
Largest Winning Trade | 106860 | 106860 | 55215 | 72371 | 72371 | 41832 |
Largest Losing Trade | -66675 | -30870 | -66675 | -63414 | -52701 | -63414 |
Avg Bars in Trades | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Winners | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
Bars Traded | 3628 | 1950 | 1678 | 3628 | 1950 | 1678 |
Profit Streak | 21.0384 | 0 | 58.5384 | 21.0384 | 0 | 58.5384 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392812 | -167014 | -385085 | -212009 | -292630 | -755872 |
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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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