Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339981.7963 | 265807.573 | 74174.2233 | 538102.0493 | 288455.2923 | 249646.757 |
Total P&L (%) | 339.9818 | 265.8076 | 74.1742 | 538.102 | 288.4553 | 249.6468 |
Avg Daily Profit (%) | 0.3264 | 0.2552 | 0.0712 | 0.1781 | 0.1304 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69981 | -51903 | -42315 | -464876 | -378856 | -136377 |
Profit Factor | 1.876 | 2.4637 | 1.3592 | 1.4385 | 1.4073 | 1.4811 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 45.1327 | 47.3684 | 42.8571 | 45.1327 | 47.3684 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.2807 | 2.7374 | 1.8123 | 1.7488 | 1.5637 | 1.9748 |
Largest Winning Trade | 176981 | 176981 | 46125 | 291310 | 291310 | 237672 |
Largest Losing Trade | -22569 | -20883 | -22569 | -181005 | -181005 | -111767 |
Avg Bars in Trades | 209 | 117 | 303 | 209 | 117 | 303 |
Avg Bars in Winners | 313 | 156 | 490 | 313 | 156 | 490 |
Avg Bars in Losers | 124 | 82 | 163 | 124 | 82 | 163 |
Bars Traded | 23683 | 6705 | 16978 | 23683 | 6705 | 16978 |
Profit Streak | 0 | 0 | 80.7827 | 0 | 0 | 80.7827 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384106 | -168291 | -278177 | 298772 | -198224 | -212054 |
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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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