Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259536.983 | 184896.6247 | 74640.3583 | 349749.2865 | 188850.0739 | 160899.2126 |
Total P&L (%) | 259.537 | 184.8966 | 74.6404 | 349.7493 | 188.8501 | 160.8992 |
Avg Daily Profit (%) | 0.4983 | 0.355 | 0.1433 | 0.2891 | 0.2039 | 0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91464 | -42515 | -56153 | -635020 | -346618 | -388904 |
Profit Factor | 1.6177 | 1.8082 | 1.3899 | 1.1483 | 1.1492 | 1.1472 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 41.0714 | 37.5 | 44.6429 | 41.0714 | 37.5 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.321 | 3.0136 | 1.7235 | 1.6475 | 1.9153 | 1.4225 |
Largest Winning Trade | 101734 | 101734 | 24657 | 291066 | 291066 | 168156 |
Largest Losing Trade | -16556 | -16556 | -13958 | -153324 | -153324 | -139035 |
Avg Bars in Trades | 219 | 256 | 182 | 219 | 256 | 182 |
Avg Bars in Winners | 346 | 406 | 296 | 346 | 406 | 296 |
Avg Bars in Losers | 130 | 166 | 91 | 130 | 166 | 91 |
Bars Traded | 24587 | 14341 | 10246 | 24587 | 14341 | 10246 |
Profit Streak | 8.8412 | 0 | 10.7371 | 8.8412 | 0 | 10.7371 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365718 | -173387 | -182042 | -51019 | -233419 | -233191 |
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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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