Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628687.9947 | 536623.19 | 92064.8047 | 29483.0538 | -162230.3356 | 191713.3894 |
Total P&L (%) | 628.688 | 536.6232 | 92.0648 | 29.4831 | -162.2303 | 191.7134 |
Avg Daily Profit (%) | 0.427 | 0.3644 | 0.0625 | 0.0175 | 0 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127565 | -153049 | -70246 | -460029 | -479597 | -294657 |
Profit Factor | 1.7536 | 2.0586 | 1.2813 | 1.0125 | 0.8916 | 1.223 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 69 | 42 | 27 | 69 | 42 | 27 |
Profitability (%) | 37.2727 | 23.6364 | 50.9091 | 37.2727 | 23.6364 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.9512 | 6.651 | 1.2355 | 1.704 | 2.8805 | 1.1794 |
Largest Winning Trade | 482686 | 482686 | 30504 | 262461 | 262461 | 102137 |
Largest Losing Trade | -45360 | -45360 | -35197 | -154765 | -154765 | -153888 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 75 | 90 | 68 | 75 | 90 | 68 |
Avg Bars in Losers | 38 | 43 | 31 | 38 | 43 | 31 |
Bars Traded | 5763 | 3007 | 2756 | 5763 | 3007 | 2756 |
Profit Streak | 0 | 0 | 34.9608 | 0 | 0 | 34.9608 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311223 | -202801 | -288868 | -382872 | -794158 | -275610 |
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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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