Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385797.857 | 255926.0022 | 129871.8548 | 264748.0683 | 124260.9596 | 140487.1087 |
Total P&L (%) | 385.7979 | 255.926 | 129.8719 | 264.7481 | 124.261 | 140.4871 |
Avg Daily Profit (%) | 0.2842 | 0.1886 | 0.0957 | 0.0954 | 0.0595 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78334 | -59254 | -71782 | -328619 | -377477 | -348309 |
Profit Factor | 1.6153 | 1.7389 | 1.4628 | 1.1226 | 1.1081 | 1.1392 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 49.5413 | 42.5926 | 56.3636 | 49.5413 | 42.5926 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.6452 | 2.3438 | 1.1325 | 1.1434 | 1.4935 | 0.882 |
Largest Winning Trade | 142734 | 142734 | 45045 | 290398 | 290398 | 126340 |
Largest Losing Trade | -54608 | -30933 | -54608 | -269685 | -165160 | -269685 |
Avg Bars in Trades | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Winners | 92 | 114 | 75 | 92 | 114 | 75 |
Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
Bars Traded | 7805 | 4234 | 3570 | 7805 | 4234 | 3570 |
Profit Streak | 0 | 33.5524 | 0 | 0 | 33.5524 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414369 | -171575 | -243382 | -151159 | -397496 | -354868 |
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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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