Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392393.19 | 336572.8966 | 55820.2934 | 255993.329 | 141118.3048 | 114875.0242 |
Total P&L (%) | 392.3932 | 336.5729 | 55.8203 | 255.9933 | 141.1183 | 114.875 |
Avg Daily Profit (%) | 0.2749 | 0.2358 | 0.0391 | 0.089 | 0.0617 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90634 | -78941 | -21733 | -305043 | -301516 | -54460 |
Profit Factor | 1.9395 | 2.0444 | 1.5852 | 1.2629 | 1.1891 | 1.5051 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 43.6893 | 41.1765 | 46.1538 | 43.6893 | 41.1765 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.4998 | 2.9205 | 1.8494 | 1.6278 | 1.6988 | 1.756 |
Largest Winning Trade | 198975 | 198975 | 29984 | 325978 | 325978 | 87726 |
Largest Losing Trade | -41044 | -41044 | -13637 | -248953 | -248953 | -40452 |
Avg Bars in Trades | 51 | 98 | 5 | 51 | 98 | 5 |
Avg Bars in Winners | 56 | 114 | 6 | 56 | 114 | 6 |
Avg Bars in Losers | 47 | 87 | 4 | 47 | 87 | 4 |
Bars Traded | 5285 | 5012 | 273 | 5285 | 5012 | 273 |
Profit Streak | 12.2777 | 0 | 48.0277 | 12.2777 | 0 | 48.0277 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373810 | -171673 | -318958 | -74748 | -305437 | -299179 |
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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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