Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368791.3426 | 275379.8684 | 93411.4742 | 353737.3889 | -233.0281 | 353970.417 |
Total P&L (%) | 368.7913 | 275.3799 | 93.4115 | 353.7374 | -0.233 | 353.9704 |
Avg Daily Profit (%) | 0.354 | 0.2644 | 0.0897 | 0.1453 | -0.0002 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67410 | -75005 | -47533 | -525683 | -382770 | -278882 |
Profit Factor | 1.8555 | 2.0869 | 1.5255 | 1.1742 | 0.9998 | 1.4311 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 46.4912 | 40.3509 | 52.6316 | 46.4912 | 40.3509 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.1355 | 3.085 | 1.373 | 1.3515 | 1.478 | 1.288 |
Largest Winning Trade | 156655 | 156655 | 40786 | 292803 | 292803 | 283743 |
Largest Losing Trade | -24728 | -24138 | -24728 | -207016 | -117907 | -207016 |
Avg Bars in Trades | 214 | 214 | 214 | 214 | 214 | 214 |
Avg Bars in Winners | 278 | 264 | 288 | 278 | 264 | 288 |
Avg Bars in Losers | 158 | 180 | 130 | 158 | 180 | 130 |
Bars Traded | 24415 | 12214 | 12201 | 24415 | 12214 | 12201 |
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 | 410299 | -171668 | -251491 | -29004 | -762919 | -177848 |
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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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