Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506997.1121 | 400543.3761 | 106453.736 | 244649.7464 | 2376.6503 | 242273.096 |
Total P&L (%) | 506.9971 | 400.5434 | 106.4537 | 244.6497 | 2.3767 | 242.2731 |
Avg Daily Profit (%) | 0.2025 | 0.16 | 0.0425 | 0.0494 | 0.0009 | 0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156748 | -105668 | -109939 | -958186 | -1014119 | -446341 |
Profit Factor | 1.7767 | 2.4415 | 1.284 | 1.0691 | 1.0013 | 1.1431 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 58.7629 | 54.1667 | 63.2653 | 58.7629 | 54.1667 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.2468 | 2.0659 | 0.7455 | 0.7503 | 0.8472 | 0.6637 |
Largest Winning Trade | 178607 | 178607 | 56453 | 327812 | 327812 | 270519 |
Largest Losing Trade | -66682 | -30325 | -66682 | -425067 | -330311 | -425067 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 50 | 55 | 45 | 50 | 55 | 45 |
Avg Bars in Losers | 46 | 48 | 43 | 46 | 48 | 43 |
Bars Traded | 4717 | 2516 | 2201 | 4717 | 2516 | 2201 |
Profit Streak | 38.1749 | 0 | 80.1749 | 38.1749 | 0 | 80.1749 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441262 | 452165 | -135417 | -271101 | -577481 | -189699 |
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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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