Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467220.203 | 463894.7756 | 3325.4274 | -63890.3209 | -180046.9259 | 116156.605 |
Total P&L (%) | 467.2202 | 463.8948 | 3.3254 | -63.8903 | -180.0469 | 116.1566 |
Avg Daily Profit (%) | 0.2897 | 0.2877 | 0.0021 | -0.0632 | 0 | 0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209884 | -143992 | -159351 | -1211586 | -1146410 | -607772 |
Profit Factor | 1.6453 | 2.2728 | 1.0092 | 0.9793 | 0.8916 | 1.0811 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 59.292 | 59.6491 | 58.9286 | 59.292 | 59.6491 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.1296 | 1.5375 | 0.7034 | 0.6724 | 0.6031 | 0.7535 |
Largest Winning Trade | 459028 | 459028 | 60709 | 596895 | 596895 | 393559 |
Largest Losing Trade | -66815 | -66815 | -56388 | -372336 | -363236 | -372336 |
Avg Bars in Trades | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Winners | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Losers | 39 | 51 | 28 | 39 | 51 | 28 |
Bars Traded | 3178 | 1813 | 1365 | 3178 | 1813 | 1365 |
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 | 438307 | -166107 | -746477 | -578995 | -759582 | -440628 |
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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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