Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389547.114 | 331157.4571 | 58389.6569 | 46066.0655 | 36830.2285 | 9235.8369 |
Total P&L (%) | 389.5471 | 331.1575 | 58.3897 | 46.0661 | 36.8302 | 9.2358 |
Avg Daily Profit (%) | 0.2869 | 0.2439 | 0.043 | 0.0279 | 0.0231 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145610 | -77023 | -83249 | -129218 | -113084 | -89759 |
Profit Factor | 1.6185 | 2.0917 | 1.1788 | 1.0696 | 1.1203 | 1.026 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 44.0367 | 36.3636 | 51.8519 | 44.0367 | 36.3636 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.0569 | 3.6605 | 1.0946 | 1.3593 | 1.9606 | 0.9527 |
Largest Winning Trade | 264173 | 264173 | 54812 | 69185 | 55709 | 69185 |
Largest Losing Trade | -54689 | -22386 | -54689 | -50877 | -47082 | -50877 |
Avg Bars in Trades | 71 | 57 | 84 | 71 | 57 | 84 |
Avg Bars in Winners | 111 | 91 | 125 | 111 | 91 | 125 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 7762 | 3175 | 4588 | 7762 | 3175 | 4588 |
Profit Streak | 18.6044 | 29.271 | 0 | 18.6044 | 29.271 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358575 | -173122 | -339846 | -302717 | -436644 | -723371 |
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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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