Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486093.1198 | 472749.1209 | 13343.9989 | 21119.4923 | 295748.3513 | -274628.859 |
Total P&L (%) | 486.0931 | 472.7491 | 13.344 | 21.1195 | 295.7484 | -274.6289 |
Avg Daily Profit (%) | 0.2604 | 0.2532 | 0.0071 | 0.0103 | 0.0737 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104195 | -99122 | -161297 | -349116 | -202274 | -447175 |
Profit Factor | 1.6063 | 2.2886 | 1.0307 | 1.0155 | 1.512 | 0.6499 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 42.5926 | 37.037 | 48.1481 | 42.5926 | 37.037 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.1651 | 3.8906 | 1.11 | 1.3687 | 2.5705 | 0.6999 |
Largest Winning Trade | 259864 | 259864 | 64854 | 243291 | 243291 | 64854 |
Largest Losing Trade | -59667 | -40787 | -59667 | -178487 | -131253 | -178487 |
Avg Bars in Trades | 67 | 71 | 62 | 67 | 71 | 62 |
Avg Bars in Winners | 96 | 115 | 82 | 96 | 115 | 82 |
Avg Bars in Losers | 45 | 46 | 44 | 45 | 46 | 44 |
Bars Traded | 7265 | 3878 | 3386 | 7265 | 3878 | 3386 |
Profit Streak | 22.8398 | 23.5898 | 22.8398 | 22.8398 | 23.5898 | 22.8398 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361800 | -171629 | -612015 | -389859 | -276089 | -761006 |
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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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