Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337694.6396 | 263487.7584 | 74206.8813 | 94884.8385 | -29428.1315 | 124312.97 |
Total P&L (%) | 337.6946 | 263.4878 | 74.2069 | 94.8848 | -29.4281 | 124.313 |
Avg Daily Profit (%) | 0.1747 | 0.1363 | 0.0384 | 0.0345 | -0.018 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155825 | -123261 | -75512 | -914668 | -486202 | -428465 |
Profit Factor | 1.4958 | 1.741 | 1.228 | 1.0371 | 0.9791 | 1.1083 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 46.1538 | 44.2308 | 48.0769 | 46.1538 | 44.2308 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.7451 | 2.1951 | 1.3262 | 1.21 | 1.2345 | 1.197 |
Largest Winning Trade | 123420 | 123420 | 57795 | 407742 | 407742 | 350430 |
Largest Losing Trade | -38286 | -29516 | -38286 | -323135 | -323135 | -304919 |
Avg Bars in Trades | 51 | 46 | 56 | 51 | 46 | 56 |
Avg Bars in Winners | 60 | 48 | 71 | 60 | 48 | 71 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 5356 | 2436 | 2920 | 5356 | 2436 | 2920 |
Profit Streak | 51.4679 | 0 | 59.8012 | 51.4679 | 0 | 59.8012 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329100 | -190026 | -322210 | -327097 | -761410 | -418667 |
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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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