Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412295.6965 | 302053.187 | 110242.5096 | 478658.3712 | 224377.2354 | 254281.1358 |
Total P&L (%) | 412.2957 | 302.0532 | 110.2425 | 478.6584 | 224.3772 | 254.2811 |
Avg Daily Profit (%) | 0.1875 | 0.1373 | 0.0501 | 0.0798 | 0.0535 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89458 | -103449 | -81939 | -340280 | -346552 | -218761 |
Profit Factor | 1.7403 | 2.0577 | 1.4063 | 1.3191 | 1.2747 | 1.372 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 51.8182 | 45.4545 | 58.1818 | 51.8182 | 45.4545 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.6182 | 2.4692 | 1.0108 | 1.2265 | 1.5297 | 0.9861 |
Largest Winning Trade | 123052 | 123052 | 49967 | 180100 | 180100 | 159053 |
Largest Losing Trade | -41001 | -41001 | -36315 | -114962 | -114962 | -110291 |
Avg Bars in Trades | 38 | 29 | 46 | 38 | 29 | 46 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 24 | 16 | 36 | 24 | 16 | 36 |
Bars Traded | 4190 | 1627 | 2563 | 4190 | 1627 | 2563 |
Profit Streak | 0 | 0 | 80.1544 | 0 | 0 | 80.1544 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408275 | -187335 | -302870 | -85615 | -301957 | -294874 |
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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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