Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275395.7489 | 208306.4755 | 67089.2734 | 5644.7995 | -1988.7788 | 7633.5783 |
Total P&L (%) | 275.3957 | 208.3065 | 67.0893 | 5.6448 | -1.9888 | 7.6336 |
Avg Daily Profit (%) | 0.2027 | 0.1533 | 0.0494 | 0.004 | -0.0015 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106380 | -63662 | -94187 | -156615 | -82293 | -94411 |
Profit Factor | 1.5249 | 1.9277 | 1.2235 | 1.0091 | 0.9925 | 1.0214 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 53.6842 | 44.6809 | 62.5 | 53.6842 | 44.6809 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3156 | 2.3867 | 0.7341 | 0.8706 | 1.2288 | 0.6128 |
Largest Winning Trade | 240171 | 240171 | 57846 | 83315 | 70748 | 83315 |
Largest Losing Trade | -57024 | -28446 | -57024 | -94411 | -32373 | -94411 |
Avg Bars in Trades | 41 | 33 | 48 | 41 | 33 | 48 |
Avg Bars in Winners | 53 | 42 | 60 | 53 | 42 | 60 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 3913 | 1592 | 2321 | 3913 | 1592 | 2321 |
Profit Streak | 0 | 28.6242 | 0 | 0 | 28.6242 | 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 | 353990 | 339683 | -127502 | -564664 | -580558 | -548301 |
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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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