Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328865.6134 | 317352.0022 | 11513.6112 | 30215.8485 | -19298.252 | 49514.1006 |
Total P&L (%) | 328.8656 | 317.352 | 11.5136 | 30.2158 | -19.2983 | 49.5141 |
Avg Daily Profit (%) | 0.3058 | 0.2951 | 0.0107 | 0.0246 | -0.0199 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128698 | -109007 | -38998 | -588868 | -491181 | -172139 |
Profit Factor | 1.812 | 1.9792 | 1.1423 | 1.019 | 0.9849 | 1.1587 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 48.2759 | 46.5116 | 50 | 48.2759 | 46.5116 | 50 |
Ratio Avg Win / Avg Loss | 1.9414 | 2.276 | 1.1423 | 1.0918 | 1.1327 | 1.1587 |
Largest Winning Trade | 366757 | 366757 | 28987 | 371064 | 371064 | 136888 |
Largest Losing Trade | -43040 | -43040 | -10119 | -223653 | -223653 | -41033 |
Avg Bars in Trades | 46 | 89 | 4 | 46 | 89 | 4 |
Avg Bars in Winners | 40 | 78 | 5 | 40 | 78 | 5 |
Avg Bars in Losers | 52 | 98 | 3 | 52 | 98 | 3 |
Bars Traded | 4044 | 3845 | 199 | 4044 | 3845 | 199 |
Profit Streak | 3.12 | 0 | 36.87 | 3.12 | 0 | 36.87 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377616 | 391967 | -360323 | -364295 | -580417 | -189384 |
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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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