Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490669.7525 | 391772.7627 | 98896.9898 | 69050.652 | -103851.4945 | 172902.1465 |
Total P&L (%) | 490.6698 | 391.7728 | 98.897 | 69.0507 | -103.8515 | 172.9021 |
Avg Daily Profit (%) | 0.3301 | 0.2636 | 0.0665 | 0.0353 | 0 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164632 | -126153 | -80230 | -1174782 | -913751 | -462828 |
Profit Factor | 1.719 | 1.9063 | 1.3953 | 1.0202 | 0.9533 | 1.144 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 39.823 | 32.1429 | 47.3684 | 39.823 | 32.1429 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5976 | 4.0245 | 1.5504 | 1.5416 | 2.0126 | 1.2711 |
Largest Winning Trade | 353001 | 353001 | 61938 | 794154 | 794154 | 244514 |
Largest Losing Trade | -38884 | -38884 | -33566 | -324190 | -324190 | -182682 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 4337 | 2141 | 2196 | 4337 | 2141 | 2196 |
Profit Streak | 4.2724 | 15.9391 | 4.2724 | 4.2724 | 15.9391 | 4.2724 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317894 | -174915 | -283356 | -346170 | -764699 | -345925 |
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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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