Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517466.8623 | 430138.582 | 87328.2803 | 406777.129 | 33155.262 | 373621.8671 |
Total P&L (%) | 517.4669 | 430.1386 | 87.3283 | 406.7771 | 33.1553 | 373.6219 |
Avg Daily Profit (%) | 0.3198 | 0.2658 | 0.054 | 0.1004 | 0.0177 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154772 | -167456 | -108848 | -1426458 | -1506313 | -419232 |
Profit Factor | 1.8085 | 2.3096 | 1.2803 | 1.1054 | 1.0144 | 1.2406 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 49.1228 | 43.8596 | 54.386 | 49.1228 | 43.8596 | 54.386 |
Ratio Avg Win / Avg Loss | 1.8731 | 2.9563 | 1.0738 | 1.1449 | 1.2984 | 1.0405 |
Largest Winning Trade | 250774 | 250774 | 54463 | 1031430 | 1031430 | 491891 |
Largest Losing Trade | -42274 | -31977 | -42274 | -281689 | -281689 | -168810 |
Avg Bars in Trades | 167 | 149 | 184 | 167 | 149 | 184 |
Avg Bars in Winners | 256 | 232 | 275 | 256 | 232 | 275 |
Avg Bars in Losers | 81 | 84 | 77 | 81 | 84 | 77 |
Bars Traded | 19078 | 8537 | 10541 | 19078 | 8537 | 10541 |
Profit Streak | 0 | 0 | 553.5838 | 0 | 0 | 553.5838 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448350 | -169861 | -299782 | -163598 | -559190 | -243765 |
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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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