Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350668.377 | 190662.0675 | 160006.3095 | 332317.8859 | -205673.3542 | 537991.2401 |
Total P&L (%) | 350.6684 | 190.6621 | 160.0063 | 332.3179 | -205.6734 | 537.9912 |
Avg Daily Profit (%) | 0.1868 | 0.1016 | 0.0852 | 0.078 | 0 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120656 | -90129 | -57895 | -762565 | -726830 | -306487 |
Profit Factor | 1.6298 | 1.5089 | 1.8784 | 1.1131 | 0.9024 | 1.6475 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 49.1228 | 45.614 | 52.6316 | 49.1228 | 45.614 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.688 | 1.7991 | 1.6906 | 1.1529 | 1.0759 | 1.4827 |
Largest Winning Trade | 142554 | 142554 | 38612 | 311540 | 311540 | 147052 |
Largest Losing Trade | -41130 | -41130 | -39136 | -296895 | -296895 | -161394 |
Avg Bars in Trades | 48 | 68 | 28 | 48 | 68 | 28 |
Avg Bars in Winners | 51 | 71 | 34 | 51 | 71 | 34 |
Avg Bars in Losers | 44 | 66 | 20 | 44 | 66 | 20 |
Bars Traded | 5515 | 3912 | 1603 | 5515 | 3912 | 1603 |
Profit Streak | 0 | 0 | 130.6436 | 0 | 0 | 130.6436 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380002 | -236682 | -253684 | -184934 | -760872 | -236784 |
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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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