Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505384.0744 | 473057.4671 | 32326.6074 | -21774.4987 | 47871.5772 | -69646.0759 |
Total P&L (%) | 505.3841 | 473.0575 | 32.3266 | -21.7745 | 47.8716 | -69.6461 |
Avg Daily Profit (%) | 0.2198 | 0.2058 | 0.0141 | -0.0107 | 0.017 | -0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274091 | -198462 | -118763 | -302595 | -212424 | -108928 |
Profit Factor | 1.5316 | 2.0854 | 1.0628 | 0.9719 | 1.1257 | 0.8238 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 52.4272 | 47.0588 | 57.6923 | 52.4272 | 47.0588 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.3897 | 2.346 | 0.7794 | 0.8819 | 1.2665 | 0.6041 |
Largest Winning Trade | 271440 | 271440 | 57166 | 132986 | 132986 | 51079 |
Largest Losing Trade | -52176 | -48031 | -52176 | -86041 | -86041 | -63310 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 4486 | 2224 | 2262 | 4486 | 2224 | 2262 |
Profit Streak | 64.277 | 129.277 | 64.277 | 64.277 | 129.277 | 64.277 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405631 | -168604 | -508598 | -579216 | -434095 | -759277 |
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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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