Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396005.3394 | 336146.9567 | 59858.3827 | 208736.2797 | 291171.3673 | -82435.0875 |
Total P&L (%) | 396.0053 | 336.147 | 59.8584 | 208.7363 | 291.1714 | -82.4351 |
Avg Daily Profit (%) | 0.212 | 0.1799 | 0.032 | 0.0604 | 0.073 | -0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78244 | -113852 | -85674 | -166479 | -149598 | -182134 |
Profit Factor | 1.6296 | 2.1878 | 1.173 | 1.1718 | 1.5757 | 0.8838 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 44.9541 | 41.8182 | 48.1481 | 44.9541 | 41.8182 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.9954 | 3.044 | 1.2632 | 1.4348 | 2.1923 | 0.9518 |
Largest Winning Trade | 167375 | 167375 | 69207 | 195238 | 195238 | 91415 |
Largest Losing Trade | -42070 | -31834 | -42070 | -93231 | -73051 | -93231 |
Avg Bars in Trades | 194 | 172 | 216 | 194 | 172 | 216 |
Avg Bars in Winners | 310 | 286 | 331 | 310 | 286 | 331 |
Avg Bars in Losers | 99 | 90 | 110 | 99 | 90 | 110 |
Bars Traded | 21201 | 9485 | 11716 | 21201 | 9485 | 11716 |
Profit Streak | 0 | 0 | 60.0052 | 0 | 0 | 60.0052 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328907 | -171624 | -360783 | -145577 | -275779 | -760576 |
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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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