Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393701.6796 | 283719.686 | 109981.9936 | 87808.7076 | -283214.7937 | 371023.5013 |
Total P&L (%) | 393.7017 | 283.7197 | 109.982 | 87.8087 | -283.2148 | 371.0235 |
Avg Daily Profit (%) | 0.2061 | 0.1485 | 0.0576 | 0.033 | 0 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143752 | -97088 | -89369 | -745083 | -877385 | -427518 |
Profit Factor | 1.6138 | 1.6777 | 1.4939 | 1.0268 | 0.8722 | 1.351 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 46.0177 | 39.2857 | 52.6316 | 46.0177 | 39.2857 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.8932 | 2.5928 | 1.3445 | 1.2046 | 1.3479 | 1.2159 |
Largest Winning Trade | 269508 | 269508 | 55537 | 440670 | 440670 | 180420 |
Largest Losing Trade | -39710 | -39710 | -28332 | -267284 | -267284 | -198521 |
Avg Bars in Trades | 64 | 82 | 47 | 64 | 82 | 47 |
Avg Bars in Winners | 101 | 145 | 68 | 101 | 145 | 68 |
Avg Bars in Losers | 33 | 40 | 24 | 33 | 40 | 24 |
Bars Traded | 7299 | 4593 | 2707 | 7299 | 4593 | 2707 |
Profit Streak | 0 | 98.924 | 0 | 0 | 98.924 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341272 | -175256 | -294485 | -341068 | -762773 | -263911 |
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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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