Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557245.5511 | 511765.6662 | 45479.8849 | 54056.4719 | 1859604.0202 | -1805547.5483 |
Total P&L (%) | 557.2456 | 511.7657 | 45.4799 | 54.0565 | 1859.604 | -1805.5475 |
Avg Daily Profit (%) | 0.2819 | 0.2589 | 0.023 | 0.0219 | 0.1506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235716 | -209698 | -153583 | -1436450 | -747309 | -2170771 |
Profit Factor | 1.5938 | 2.021 | 1.104 | 1.0096 | 1.867 | 0.4851 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 42.2018 | 40 | 44.4444 | 42.2018 | 40 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.1828 | 3.0315 | 1.38 | 1.3827 | 2.8005 | 0.6064 |
Largest Winning Trade | 241020 | 241020 | 55732 | 1047329 | 1047329 | 515585 |
Largest Losing Trade | -57720 | -57720 | -57557 | -852925 | -394804 | -852925 |
Avg Bars in Trades | 52 | 59 | 44 | 52 | 59 | 44 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 35 | 48 | 20 | 35 | 48 | 20 |
Bars Traded | 5727 | 3299 | 2428 | 5727 | 3299 | 2428 |
Profit Streak | 0 | 0 | 651.315 | 0 | 0 | 651.315 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323450 | -171562 | -451248 | -377469 | -172785 | -762036 |
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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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