Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267548.0364 | 175196.5473 | 92351.4891 | 91471.8396 | 152443.2812 | -60971.4416 |
Total P&L (%) | 267.548 | 175.1965 | 92.3515 | 91.4718 | 152.4433 | -60.9714 |
Avg Daily Profit (%) | 0.1587 | 0.1039 | 0.0548 | 0.0385 | 0.0549 | -0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119665 | -64630 | -75620 | -469978 | -275462 | -317677 |
Profit Factor | 1.4516 | 1.6138 | 1.3008 | 1.0542 | 1.1965 | 0.9332 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 48.1132 | 43.3962 | 52.8302 | 48.1132 | 43.3962 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.5654 | 2.1049 | 1.1614 | 1.1369 | 1.5607 | 0.8332 |
Largest Winning Trade | 91445 | 91445 | 56529 | 226971 | 226971 | 134589 |
Largest Losing Trade | -52455 | -22987 | -52455 | -136058 | -120529 | -136058 |
Avg Bars in Trades | 93 | 84 | 103 | 93 | 84 | 103 |
Avg Bars in Winners | 130 | 120 | 138 | 130 | 120 | 138 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 9954 | 4454 | 5500 | 9954 | 4454 | 5500 |
Profit Streak | 0 | 0 | 50.5304 | 0 | 0 | 50.5304 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321751 | -233810 | -298800 | -302807 | -305388 | -759901 |
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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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