Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521715.5142 | 459872.348 | 61843.1662 | 46408.5213 | 212121.541 | -165713.0197 |
Total P&L (%) | 521.7155 | 459.8723 | 61.8432 | 46.4085 | 212.1215 | -165.713 |
Avg Daily Profit (%) | 0.3268 | 0.288 | 0.0387 | 0.0239 | 0.0713 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157355 | -92880 | -104734 | -320818 | -205031 | -261381 |
Profit Factor | 1.749 | 2.2583 | 1.1868 | 1.044 | 1.4146 | 0.6944 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 42.4528 | 35.8491 | 49.0566 | 42.4528 | 35.8491 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.3708 | 4.0412 | 1.2324 | 1.4152 | 2.5313 | 0.7211 |
Largest Winning Trade | 289026 | 289026 | 63853 | 265812 | 265812 | 64067 |
Largest Losing Trade | -66853 | -30141 | -66853 | -145515 | -73677 | -145515 |
Avg Bars in Trades | 44 | 34 | 54 | 44 | 34 | 54 |
Avg Bars in Winners | 63 | 50 | 73 | 63 | 50 | 73 |
Avg Bars in Losers | 30 | 25 | 36 | 30 | 25 | 36 |
Bars Traded | 4735 | 1833 | 2902 | 4735 | 1833 | 2902 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352217 | -172886 | -337197 | -337362 | -281385 | -761200 |
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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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