Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304387.2346 | 245770.8984 | 58616.3362 | 11918.8156 | 137605.732 | -125686.9164 |
Total P&L (%) | 304.3872 | 245.7709 | 58.6163 | 11.9188 | 137.6057 | -125.6869 |
Avg Daily Profit (%) | 0.2944 | 0.2377 | 0.0567 | 0.0109 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306181 | -159639 | -131112 | -250322 | -75674 | -42892 |
Profit Factor | 1.4277 | 1.6623 | 1.1721 | 1.0326 | 2.037 | 0.4595 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 43.9252 | 40.7407 | 47.1698 | 43.9252 | 40.7407 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.8225 | 2.4179 | 1.3127 | 1.3183 | 2.9629 | 0.5147 |
Largest Winning Trade | 171036 | 171036 | 45213 | 155249 | 155249 | 18130 |
Largest Losing Trade | -53376 | -35593 | -53376 | -136244 | -18476 | -136244 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 3028 | 1607 | 1421 | 3028 | 1607 | 1421 |
Profit Streak | 0 | 0 | 70.532 | 0 | 0 | 70.532 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309696 | -172286 | -329156 | -470797 | -260667 | -760688 |
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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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