Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347314.1717 | 125983.8377 | 221330.334 | 570430.8916 | -2204.3518 | 572635.2434 |
Total P&L (%) | 347.3142 | 125.9838 | 221.3303 | 570.4309 | -2.2044 | 572.6352 |
Avg Daily Profit (%) | 0.2297 | 0.0833 | 0.1464 | 0.1259 | -0.0015 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60565 | -39984 | -33205 | -395521 | -248866 | -242138 |
Profit Factor | 1.905 | 1.6039 | 2.2638 | 1.4804 | 0.9965 | 2.036 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 49.1071 | 39.2857 | 58.9286 | 49.1071 | 39.2857 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.9743 | 2.4787 | 1.5778 | 1.5342 | 1.5401 | 1.419 |
Largest Winning Trade | 152017 | 152017 | 69789 | 381540 | 220303 | 381540 |
Largest Losing Trade | -29987 | -29987 | -26353 | -173338 | -89706 | -173338 |
Avg Bars in Trades | 77 | 47 | 107 | 77 | 47 | 107 |
Avg Bars in Winners | 121 | 77 | 150 | 121 | 77 | 150 |
Avg Bars in Losers | 35 | 28 | 46 | 35 | 28 | 46 |
Bars Traded | 8704 | 2665 | 6039 | 8704 | 2665 | 6039 |
Profit Streak | 0 | 0 | 19.0853 | 0 | 0 | 19.0853 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411924 | -262895 | -171659 | -22245 | -762222 | -199782 |
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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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