Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111255.565 | 12371.8897 | 98883.6753 | 128640.3324 | -15211.7878 | 143852.1202 |
Total P&L (%) | 111.2556 | 12.3719 | 98.8837 | 128.6403 | -15.2118 | 143.8521 |
Avg Daily Profit (%) | 0.4272 | 0.0475 | 0.3797 | 0.3181 | -0.0633 | 0.3429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32779 | -56671 | -23161 | -89296 | -90503 | -66542 |
Profit Factor | 1.6212 | 1.1082 | 2.5273 | 1.359 | 0.9294 | 2.0076 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 48.9362 | 44.6809 | 53.1915 | 48.9362 | 44.6809 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.6917 | 1.372 | 2.224 | 1.4181 | 1.1507 | 1.7667 |
Largest Winning Trade | 29190 | 29190 | 20946 | 53055 | 42002 | 53055 |
Largest Losing Trade | -22784 | -22784 | -22193 | -63733 | -44594 | -63733 |
Avg Bars in Trades | 259 | 264 | 255 | 259 | 264 | 255 |
Avg Bars in Winners | 210 | 186 | 230 | 210 | 186 | 230 |
Avg Bars in Losers | 307 | 327 | 283 | 307 | 327 | 283 |
Bars Traded | 24430 | 12435 | 11995 | 24430 | 12435 | 11995 |
Profit Streak | 0 | 18.3498 | 0 | 0 | 18.3498 | 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 | 398651 | -325796 | 470672 | 270572 | -581931 | 423232 |
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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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