Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328222.6598 | 136010.4405 | 192212.2194 | 2582.6742 | 175218.1595 | -172635.4853 |
Total P&L (%) | 328.2227 | 136.0104 | 192.2122 | 2.5827 | 175.2182 | -172.6355 |
Avg Daily Profit (%) | 0.1982 | 0.0821 | 0.116 | 0.0015 | 0.0611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155541 | -113079 | -89385 | -560895 | -127663 | -485794 |
Profit Factor | 1.5043 | 1.369 | 1.6811 | 1.0025 | 1.4896 | 0.75 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 59.2593 | 57.4074 | 61.1111 | 59.2593 | 57.4074 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0342 | 1.0157 | 1.0698 | 0.6892 | 1.1052 | 0.4773 |
Largest Winning Trade | 92687 | 92687 | 41736 | 179239 | 179239 | 97121 |
Largest Losing Trade | -81109 | -59085 | -81109 | -472977 | -68763 | -472977 |
Avg Bars in Trades | 44 | 56 | 32 | 44 | 56 | 32 |
Avg Bars in Winners | 34 | 43 | 25 | 34 | 43 | 25 |
Avg Bars in Losers | 59 | 73 | 44 | 59 | 73 | 44 |
Bars Traded | 4812 | 3041 | 1771 | 4812 | 3041 | 1771 |
Profit Streak | 43.0501 | 43.0501 | 44.0501 | 43.0501 | 43.0501 | 44.0501 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426506 | -261355 | -213630 | -573107 | -288585 | -758405 |
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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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