Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427786.6222 | 325402.0177 | 102384.6045 | 759299.0428 | 50898.5779 | 708400.4649 |
Total P&L (%) | 427.7866 | 325.402 | 102.3846 | 759.299 | 50.8986 | 708.4005 |
Avg Daily Profit (%) | 0.3983 | 0.303 | 0.0953 | 0.2005 | 0.0383 | 0.1948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63720 | -69865 | -30569 | -419742 | -526086 | -230459 |
Profit Factor | 2.0213 | 2.3135 | 1.5983 | 1.2942 | 1.0302 | 1.789 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 48.5981 | 50 | 47.1698 | 48.5981 | 50 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.1379 | 2.3135 | 1.7901 | 1.3689 | 1.0302 | 2.0037 |
Largest Winning Trade | 259233 | 259233 | 35977 | 236477 | 236477 | 229273 |
Largest Losing Trade | -36048 | -36048 | -15561 | -419543 | -419543 | -111008 |
Avg Bars in Trades | 28 | 35 | 20 | 28 | 35 | 20 |
Avg Bars in Winners | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Losers | 28 | 40 | 17 | 28 | 40 | 17 |
Bars Traded | 3034 | 1922 | 1112 | 3034 | 1922 | 1112 |
Profit Streak | 0 | 0 | 44.0918 | 0 | 0 | 44.0918 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474283 | -167148 | -243005 | 291868 | -510307 | -168937 |
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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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