Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325364.8168 | 247846.178 | 77518.6389 | 124610.7354 | -19337.1197 | 143947.8551 |
Total P&L (%) | 325.3648 | 247.8462 | 77.5186 | 124.6107 | -19.3371 | 143.9479 |
Avg Daily Profit (%) | 0.203 | 0.1546 | 0.0484 | 0.0505 | -0.0134 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118551 | -101077 | -52087 | -438646 | -397174 | -283257 |
Profit Factor | 1.6255 | 1.9502 | 1.2989 | 1.0639 | 0.9806 | 1.1508 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 44.3299 | 38.7755 | 50 | 44.3299 | 38.7755 | 50 |
Ratio Avg Win / Avg Loss | 2.0413 | 3.0792 | 1.2989 | 1.3361 | 1.5483 | 1.1508 |
Largest Winning Trade | 195966 | 195966 | 55506 | 232101 | 185693 | 232101 |
Largest Losing Trade | -41435 | -37431 | -41435 | -130098 | -130098 | -129517 |
Avg Bars in Trades | 46 | 31 | 62 | 46 | 31 | 62 |
Avg Bars in Winners | 64 | 30 | 90 | 64 | 30 | 90 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 4513 | 1522 | 2991 | 4513 | 1522 | 2991 |
Profit Streak | 0 | 0 | 23.1687 | 0 | 0 | 23.1687 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315996 | 240074 | -127603 | -277639 | -582269 | -172607 |
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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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