Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577573.058 | 545676.4868 | 31896.5712 | 91794.192 | 29113.637 | 62680.555 |
Total P&L (%) | 577.5731 | 545.6765 | 31.8966 | 91.7942 | 29.1136 | 62.6806 |
Avg Daily Profit (%) | 0.3089 | 0.2919 | 0.0171 | 0.0348 | 0.0137 | 0.026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78892 | -97918 | -53396 | -477163 | -578548 | -189281 |
Profit Factor | 2.4703 | 3.6134 | 1.1733 | 1.0565 | 1.0306 | 1.0933 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 43.9252 | 41.5094 | 46.2963 | 43.9252 | 41.5094 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.1535 | 5.0916 | 1.3611 | 1.3487 | 1.4521 | 1.2683 |
Largest Winning Trade | 631395 | 631395 | 41954 | 546411 | 546411 | 158520 |
Largest Losing Trade | -44263 | -44263 | -37211 | -292848 | -292848 | -148056 |
Avg Bars in Trades | 67 | 57 | 77 | 67 | 57 | 77 |
Avg Bars in Winners | 110 | 97 | 120 | 110 | 97 | 120 |
Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
Bars Traded | 7203 | 3041 | 4163 | 7203 | 3041 | 4163 |
Profit Streak | 6.3639 | 0 | 19.1139 | 6.3639 | 0 | 19.1139 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442469 | -167756 | -383306 | -306106 | -548045 | -456887 |
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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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