Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368528.0958 | 253883.5519 | 114644.544 | 493876.9081 | 318808.3389 | 175068.5692 |
Total P&L (%) | 368.5281 | 253.8836 | 114.6445 | 493.8769 | 318.8083 | 175.0686 |
Avg Daily Profit (%) | 0.2719 | 0.1873 | 0.0846 | 0.1315 | 0.1057 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106501 | -65139 | -123132 | -332900 | -302056 | -239902 |
Profit Factor | 1.5923 | 1.8363 | 1.3598 | 1.3147 | 1.4084 | 1.222 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 41.4414 | 35.7143 | 47.2727 | 41.4414 | 35.7143 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.25 | 3.3054 | 1.5167 | 1.8577 | 2.5351 | 1.363 |
Largest Winning Trade | 86828 | 86828 | 60836 | 185753 | 185753 | 164993 |
Largest Losing Trade | -28636 | -21153 | -28636 | -114183 | -81087 | -114183 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Losers | 19 | 19 | 17 | 19 | 19 | 17 |
Bars Traded | 3874 | 1850 | 2023 | 3874 | 1850 | 2023 |
Profit Streak | 16.1781 | 31.8448 | 0 | 16.1781 | 31.8448 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315364 | -174351 | -259577 | -18603 | -235322 | -274735 |
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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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