Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272879.0481 | 15900.818 | 256978.23 | 173286.2705 | -111435.2535 | 284721.524 |
Total P&L (%) | 272.879 | 15.9008 | 256.9782 | 173.2863 | -111.4353 | 284.7215 |
Avg Daily Profit (%) | 0.179 | 0.0104 | 0.1686 | 0.066 | 0 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111071 | -99972 | -99542 | -433234 | -316737 | -269741 |
Profit Factor | 1.3118 | 1.032 | 1.6794 | 1.0929 | 0.8988 | 1.3723 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 50 | 44.5652 | 55.4348 | 50 | 44.5652 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.3118 | 1.2837 | 1.3501 | 1.0929 | 1.118 | 1.1033 |
Largest Winning Trade | 53884 | 50634 | 53884 | 110627 | 110627 | 59842 |
Largest Losing Trade | -34624 | -25495 | -34624 | -97433 | -80893 | -97433 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 2934 | 1471 | 1463 | 2934 | 1471 | 1463 |
Profit Streak | 12.0256 | 0 | 20.0256 | 12.0256 | 0 | 20.0256 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340619 | -376002 | 383474 | -221359 | -581255 | -73159 |
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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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