Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494897.93 | 386519.2036 | 108378.7264 | 331770.1191 | -793262.8692 | 1125032.9883 |
Total P&L (%) | 494.8979 | 386.5192 | 108.3787 | 331.7701 | -793.2629 | 1125.033 |
Avg Daily Profit (%) | 0.2285 | 0.1785 | 0.05 | 0.0676 | 0 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155250 | -144080 | -78682 | -2933814 | -3343134 | -1330997 |
Profit Factor | 1.8282 | 2.1501 | 1.4145 | 1.0341 | 0.8695 | 1.3091 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 50 | 44.8276 | 55.1724 | 50 | 44.8276 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.6462 | 1.1493 | 1.0341 | 1.0701 | 1.0637 |
Largest Winning Trade | 221262 | 221262 | 53497 | 1112639 | 1112639 | 917308 |
Largest Losing Trade | -49375 | -33973 | -49375 | -1142832 | -1142832 | -960005 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 4072 | 2070 | 2001 | 4072 | 2070 | 2001 |
Profit Streak | 0 | 0 | 46.9449 | 0 | 0 | 46.9449 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419101 | -170539 | -303258 | -285371 | -761178 | -215856 |
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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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