Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325582.6896 | 218388.2585 | 107194.431 | 645412.1556 | 667353.2849 | -21941.1294 |
Total P&L (%) | 325.5827 | 218.3883 | 107.1944 | 645.4122 | 667.3533 | -21.9411 |
Avg Daily Profit (%) | 0.3126 | 0.2097 | 0.1029 | 0.193 | 0.1958 | -0.0238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68479 | -39495 | -59812 | -849016 | -237081 | -681787 |
Profit Factor | 1.8454 | 2.2962 | 1.4948 | 1.319 | 1.8646 | 0.9825 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 46.9027 | 44.6429 | 49.1228 | 46.9027 | 44.6429 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.0891 | 2.8473 | 1.5482 | 1.4932 | 2.312 | 1.0176 |
Largest Winning Trade | 95381 | 95381 | 49519 | 331296 | 331296 | 254648 |
Largest Losing Trade | -22644 | -22644 | -21180 | -187833 | -168097 | -187833 |
Avg Bars in Trades | 218 | 206 | 229 | 218 | 206 | 229 |
Avg Bars in Winners | 328 | 308 | 346 | 328 | 308 | 346 |
Avg Bars in Losers | 120 | 124 | 116 | 120 | 124 | 116 |
Bars Traded | 24665 | 11574 | 13091 | 24665 | 11574 | 13091 |
Profit Streak | 0 | 41.4465 | 0 | 0 | 41.4465 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402502 | -169075 | -233609 | 261860 | -169610 | -759507 |
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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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