Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382921.9442 | 143979.233 | 238942.7112 | 858372.692 | 218344.4583 | 640028.2337 |
Total P&L (%) | 382.9219 | 143.9792 | 238.9427 | 858.3727 | 218.3445 | 640.0282 |
Avg Daily Profit (%) | 0.2182 | 0.0821 | 0.1362 | 0.1289 | 0.066 | 0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55948 | -57708 | -31298 | -643290 | -656900 | -249759 |
Profit Factor | 2.0921 | 1.7395 | 2.5323 | 1.4432 | 1.2222 | 1.6707 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.8868 | 49.0566 | 54.717 | 51.8868 | 49.0566 | 54.717 |
Ratio Avg Win / Avg Loss | 1.9399 | 1.8064 | 2.0957 | 1.3382 | 1.2692 | 1.3827 |
Largest Winning Trade | 147236 | 147236 | 62965 | 640073 | 640073 | 427753 |
Largest Losing Trade | -31705 | -31705 | -20989 | -223302 | -223302 | -109352 |
Avg Bars in Trades | 45 | 33 | 57 | 45 | 33 | 57 |
Avg Bars in Winners | 69 | 51 | 86 | 69 | 51 | 86 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 4825 | 1787 | 3038 | 4825 | 1787 | 3038 |
Profit Streak | 0 | 0 | 43.6836 | 0 | 0 | 43.6836 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442126 | -260524 | -184868 | -19056 | -285599 | -216615 |
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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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