Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382448.9643 | 281559.1855 | 100889.7788 | 474458.6521 | 262210.3464 | 212248.3056 |
Total P&L (%) | 382.449 | 281.5592 | 100.8898 | 474.4587 | 262.2103 | 212.2483 |
Avg Daily Profit (%) | 0.174 | 0.1281 | 0.0459 | 0.0796 | 0.0586 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102348 | -58050 | -101696 | -245471 | -145022 | -184187 |
Profit Factor | 1.6835 | 2.0679 | 1.341 | 1.3336 | 1.3786 | 1.2908 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 45.7627 | 40.678 | 50.8475 | 45.7627 | 40.678 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.9953 | 3.0157 | 1.2963 | 1.5805 | 2.0105 | 1.2478 |
Largest Winning Trade | 101830 | 101830 | 46987 | 221911 | 221911 | 147466 |
Largest Losing Trade | -35518 | -24469 | -35518 | -104447 | -81064 | -104447 |
Avg Bars in Trades | 51 | 40 | 63 | 51 | 40 | 63 |
Avg Bars in Winners | 79 | 58 | 95 | 79 | 58 | 95 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 6125 | 2382 | 3743 | 6125 | 2382 | 3743 |
Profit Streak | 0 | 0 | 78.0023 | 0 | 0 | 78.0023 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333132 | -198661 | -306877 | -86647 | -293616 | -299297 |
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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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