Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894855.0518 | 757665.8582 | 137189.1936 | 829744.8806 | -355632.2349 | 1185377.1155 |
Total P&L (%) | 894.8551 | 757.6659 | 137.1892 | 829.7449 | -355.6322 | 1185.3771 |
Avg Daily Profit (%) | 0.4621 | 0.3912 | 0.0708 | 0.1152 | 0 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133872 | -124682 | -57943 | -1636348 | -1676751 | -635978 |
Profit Factor | 2.4737 | 2.9831 | 1.6093 | 1.1518 | 0.904 | 1.6728 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 51.3514 | 43.6364 | 58.9286 | 51.3514 | 43.6364 | 58.9286 |
Ratio Avg Win / Avg Loss | 2.3435 | 3.8532 | 1.1216 | 1.0912 | 1.1677 | 1.1659 |
Largest Winning Trade | 678893 | 678893 | 47288 | 1070136 | 1070136 | 409364 |
Largest Losing Trade | -47818 | -47818 | -25711 | -454365 | -454365 | -331047 |
Avg Bars in Trades | 46 | 62 | 30 | 46 | 62 | 30 |
Avg Bars in Winners | 55 | 81 | 36 | 55 | 81 | 36 |
Avg Bars in Losers | 37 | 48 | 22 | 37 | 48 | 22 |
Bars Traded | 5183 | 3460 | 1723 | 5183 | 3460 | 1723 |
Profit Streak | 0 | 110.2436 | 0 | 0 | 110.2436 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556633 | -166202 | -275318 | -91875 | -760683 | -193304 |
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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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