Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311850.5905 | 100770.0346 | 211080.5559 | 964.3522 | -21205.3584 | 22169.7106 |
Total P&L (%) | 311.8506 | 100.77 | 211.0806 | 0.9644 | -21.2054 | 22.1697 |
Avg Daily Profit (%) | 0.2053 | 0.0663 | 0.139 | 0.0006 | -0.0157 | 0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110861 | -58444 | -102658 | -381540 | -173835 | -360215 |
Profit Factor | 1.5185 | 1.3965 | 1.6078 | 1.0008 | 0.9544 | 1.0284 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 64.3478 | 62.069 | 66.6667 | 64.3478 | 62.069 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8413 | 0.8534 | 0.8039 | 0.5545 | 0.5832 | 0.5142 |
Largest Winning Trade | 54742 | 37452 | 54742 | 100632 | 38110 | 100632 |
Largest Losing Trade | -83399 | -36758 | -83399 | -289900 | -91494 | -289900 |
Avg Bars in Trades | 25 | 14 | 37 | 25 | 14 | 37 |
Avg Bars in Winners | 23 | 9 | 36 | 23 | 9 | 36 |
Avg Bars in Losers | 29 | 21 | 38 | 29 | 21 | 38 |
Bars Traded | 2949 | 833 | 2116 | 2949 | 833 | 2116 |
Profit Streak | 0 | 0 | 73.453 | 0 | 0 | 73.453 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355036 | -283559 | -184597 | -576640 | -758991 | -548965 |
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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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