Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505029.408 | 492467.6306 | 12561.7774 | -50831.616 | -15289.9032 | -35541.7128 |
Total P&L (%) | 505.0294 | 492.4676 | 12.5618 | -50.8316 | -15.2899 | -35.5417 |
Avg Daily Profit (%) | 0.2605 | 0.254 | 0.0065 | -0.0366 | -0.0086 | -0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151242 | -81114 | -117295 | -117574 | -90909 | -68274 |
Profit Factor | 1.6701 | 2.5537 | 1.0288 | 0.9008 | 0.9289 | 0.8804 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 50.9091 | 47.2727 | 54.5455 | 50.9091 | 47.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6105 | 2.8484 | 0.8573 | 0.8686 | 1.0361 | 0.7336 |
Largest Winning Trade | 452519 | 452519 | 61476 | 79322 | 79322 | 59541 |
Largest Losing Trade | -81652 | -30854 | -81652 | -68274 | -27369 | -68274 |
Avg Bars in Trades | 51 | 40 | 61 | 51 | 40 | 61 |
Avg Bars in Winners | 60 | 49 | 70 | 60 | 49 | 70 |
Avg Bars in Losers | 41 | 31 | 52 | 41 | 31 | 52 |
Bars Traded | 5625 | 2220 | 3405 | 5625 | 2220 | 3405 |
Profit Streak | 0 | 0 | 41.6135 | 0 | 0 | 41.6135 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436631 | -168164 | -639274 | -580367 | -760227 | -759256 |
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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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