Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344265.2307 | 116127.0603 | 228138.1704 | 266511.2637 | -59087.4333 | 325598.697 |
Total P&L (%) | 344.2652 | 116.1271 | 228.1382 | 266.5113 | -59.0874 | 325.5987 |
Avg Daily Profit (%) | 0.2061 | 0.0695 | 0.1366 | 0.0778 | -0.0535 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101378 | -110560 | -50703 | -437540 | -451116 | -316291 |
Profit Factor | 1.6596 | 1.3528 | 2.1834 | 1.132 | 0.9518 | 1.4111 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 65.4545 | 61.8182 | 69.0909 | 65.4545 | 61.8182 | 69.0909 |
Ratio Avg Win / Avg Loss | 0.8759 | 0.8356 | 0.9768 | 0.5975 | 0.5879 | 0.6313 |
Largest Winning Trade | 69843 | 69843 | 50868 | 209359 | 149765 | 209359 |
Largest Losing Trade | -62204 | -62204 | -38611 | -268027 | -226486 | -268027 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Losers | 33 | 42 | 22 | 33 | 42 | 22 |
Bars Traded | 3276 | 1808 | 1468 | 3276 | 1808 | 1468 |
Profit Streak | 0 | 0 | 80.481 | 0 | 0 | 80.481 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382055 | -279873 | -185623 | -163472 | -759301 | -254364 |
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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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