Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478414.8607 | 408018.4419 | 70396.4189 | 12547.0837 | 457344.315 | -444797.2313 |
Total P&L (%) | 478.4149 | 408.0184 | 70.3964 | 12.5471 | 457.3443 | -444.7972 |
Avg Daily Profit (%) | 0.1914 | 0.1632 | 0.0282 | 0.0047 | 0.0688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179269 | -87459 | -208524 | -487765 | -55444 | -635487 |
Profit Factor | 1.6298 | 2.294 | 1.1584 | 1.0109 | 3.0311 | 0.5183 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 54.8077 | 50 | 59.6154 | 54.8077 | 50 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.3438 | 2.294 | 0.7847 | 0.8336 | 3.0311 | 0.3511 |
Largest Winning Trade | 187184 | 187184 | 58261 | 115575 | 115575 | 109485 |
Largest Losing Trade | -83811 | -37961 | -83811 | -205961 | -41546 | -205961 |
Avg Bars in Trades | 94 | 100 | 87 | 94 | 100 | 87 |
Avg Bars in Winners | 102 | 110 | 96 | 102 | 110 | 96 |
Avg Bars in Losers | 83 | 89 | 75 | 83 | 89 | 75 |
Bars Traded | 9776 | 5201 | 4575 | 9776 | 5201 | 4575 |
Profit Streak | 0 | 0 | 27.8742 | 0 | 0 | 27.8742 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375192 | -168381 | -380979 | -482312 | -275403 | -758576 |
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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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