Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413240.6604 | 296066.8471 | 117173.8133 | 248187.4449 | 384625.0444 | -136437.5995 |
Total P&L (%) | 413.2407 | 296.0668 | 117.1738 | 248.1874 | 384.625 | -136.4376 |
Avg Daily Profit (%) | 0.3992 | 0.286 | 0.1132 | 0.1206 | 0.1526 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202064 | -128505 | -128565 | -635432 | -372211 | -301712 |
Profit Factor | 1.7566 | 2.0872 | 1.4279 | 1.1721 | 1.5641 | 0.8206 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 40.7407 | 35.1852 | 46.2963 | 40.7407 | 35.1852 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.5551 | 3.8449 | 1.6563 | 1.7048 | 2.8812 | 0.9519 |
Largest Winning Trade | 203801 | 203801 | 49200 | 524063 | 524063 | 84796 |
Largest Losing Trade | -36800 | -27222 | -36800 | -157191 | -122248 | -157191 |
Avg Bars in Trades | 226 | 206 | 247 | 226 | 206 | 247 |
Avg Bars in Winners | 358 | 352 | 363 | 358 | 352 | 363 |
Avg Bars in Losers | 136 | 127 | 147 | 136 | 127 | 147 |
Bars Traded | 24503 | 11148 | 13355 | 24503 | 11148 | 13355 |
Profit Streak | 0 | 0 | 32.7905 | 0 | 0 | 32.7905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336244 | -173770 | -220877 | -65489 | -176070 | -761732 |
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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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