Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369488.4159 | 317679.9163 | 51808.4997 | 9939.2354 | 36200.974 | -26261.7386 |
Total P&L (%) | 369.4884 | 317.6799 | 51.8085 | 9.9392 | 36.201 | -26.2617 |
Avg Daily Profit (%) | 0.212 | 0.1823 | 0.0297 | 0.0054 | 0.0177 | -0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106786 | -143149 | -88300 | -142291 | -132691 | -48102 |
Profit Factor | 1.5069 | 1.8575 | 1.1445 | 1.0181 | 1.1309 | 0.9041 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 45.2174 | 42.1053 | 48.2759 | 45.2174 | 42.1053 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.8257 | 2.5541 | 1.2263 | 1.2334 | 1.5551 | 0.9686 |
Largest Winning Trade | 274992 | 274992 | 65034 | 120827 | 120827 | 39859 |
Largest Losing Trade | -56061 | -36833 | -56061 | -56061 | -41491 | -56061 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 39 | 31 | 45 | 39 | 31 | 45 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 3408 | 1442 | 1965 | 3408 | 1442 | 1965 |
Profit Streak | 0 | 35.6594 | 0 | 0 | 35.6594 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320641 | -171309 | -396641 | -553264 | -429401 | -761503 |
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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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