Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474019.5429 | 327500.1579 | 146519.3849 | 398012.1338 | -3154.4123 | 401166.5461 |
Total P&L (%) | 474.0195 | 327.5002 | 146.5194 | 398.0121 | -3.1544 | 401.1665 |
Avg Daily Profit (%) | 0.248 | 0.1713 | 0.0767 | 0.084 | -0.0017 | 0.0844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130053 | -93117 | -77037 | -849435 | -788789 | -391436 |
Profit Factor | 1.6606 | 1.9115 | 1.4089 | 1.1347 | 0.9982 | 1.3239 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 54.5455 | 49.0909 | 60 | 54.5455 | 49.0909 | 60 |
Ratio Avg Win / Avg Loss | 1.3838 | 1.9823 | 0.9393 | 0.9456 | 1.0351 | 0.8826 |
Largest Winning Trade | 163903 | 163903 | 67239 | 311368 | 311368 | 163778 |
Largest Losing Trade | -42723 | -36750 | -42723 | -284430 | -284430 | -176870 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 28 | 20 | 40 | 28 | 20 | 40 |
Bars Traded | 3674 | 1538 | 2137 | 3674 | 1538 | 2137 |
Profit Streak | 54.7006 | 54.7006 | 74.2006 | 54.7006 | 54.7006 | 74.2006 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446907 | -168142 | -269314 | -152450 | -758259 | -259563 |
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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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