Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345455.8561 | 274585.009 | 70870.847 | 65510.4904 | -38027.7348 | 103538.2252 |
Total P&L (%) | 345.4559 | 274.585 | 70.8708 | 65.5105 | -38.0277 | 103.5382 |
Avg Daily Profit (%) | 0.1598 | 0.127 | 0.0328 | 0.0233 | -0.0221 | 0.0329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233017 | -204178 | -82605 | -3075829 | -3020302 | -720093 |
Profit Factor | 1.6494 | 1.8545 | 1.3365 | 1.0113 | 0.99 | 1.0524 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 57.2816 | 51.9231 | 62.7451 | 57.2816 | 51.9231 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.2301 | 1.7171 | 0.7935 | 0.7542 | 0.9167 | 0.6248 |
Largest Winning Trade | 281261 | 281261 | 41456 | 1567186 | 1567186 | 359687 |
Largest Losing Trade | -42007 | -42007 | -37492 | -1328814 | -1328814 | -487169 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 42 | 37 | 46 | 42 | 37 | 46 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 4057 | 1794 | 2263 | 4057 | 1794 | 2263 |
Profit Streak | 0 | 0 | 71.9903 | 0 | 0 | 71.9903 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378285 | -199752 | -327895 | -370534 | -760584 | -491007 |
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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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