Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463508.6499 | 368320.2777 | 95188.3722 | 61070.3859 | 114843.5881 | -53773.2022 |
Total P&L (%) | 463.5087 | 368.3203 | 95.1884 | 61.0704 | 114.8436 | -53.7732 |
Avg Daily Profit (%) | 0.2437 | 0.1936 | 0.05 | 0.0251 | 0.0402 | -0.0406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140822 | -98606 | -197379 | -351466 | -97074 | -344410 |
Profit Factor | 1.5821 | 2.1829 | 1.1963 | 1.0538 | 1.2937 | 0.9278 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 48.2456 | 49.1228 | 47.3684 | 48.2456 | 49.1228 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.6972 | 2.2608 | 1.3293 | 1.1304 | 1.3399 | 1.0309 |
Largest Winning Trade | 178515 | 178515 | 57477 | 101321 | 73271 | 101321 |
Largest Losing Trade | -57857 | -45432 | -57857 | -210156 | -36173 | -210156 |
Avg Bars in Trades | 48 | 35 | 60 | 48 | 35 | 60 |
Avg Bars in Winners | 55 | 36 | 74 | 55 | 36 | 74 |
Avg Bars in Losers | 41 | 35 | 47 | 41 | 35 | 47 |
Bars Traded | 5486 | 2036 | 3450 | 5486 | 2036 | 3450 |
Profit Streak | 540.4292 | 0 | 575.0958 | 540.4292 | 0 | 575.0958 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400237 | -168676 | -310774 | -321155 | -319546 | -759231 |
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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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