Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335196.5273 | 223501.2363 | 111695.291 | 176613.57 | 507606.4064 | -330992.8364 |
Total P&L (%) | 335.1965 | 223.5012 | 111.6953 | 176.6136 | 507.6064 | -330.9928 |
Avg Daily Profit (%) | 0.198 | 0.132 | 0.066 | 0.0601 | 0.1066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110268 | -70480 | -94929 | -935003 | -327753 | -917325 |
Profit Factor | 1.4664 | 1.7028 | 1.2788 | 1.0468 | 1.3167 | 0.8475 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 45.4545 | 43.3333 | 47.541 | 45.4545 | 43.3333 | 47.541 |
Ratio Avg Win / Avg Loss | 1.7597 | 2.2268 | 1.4111 | 1.2562 | 1.7218 | 0.9352 |
Largest Winning Trade | 103515 | 103515 | 58308 | 616273 | 616273 | 225350 |
Largest Losing Trade | -40317 | -29491 | -40317 | -241417 | -241417 | -214518 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 3281 | 1749 | 1532 | 3281 | 1749 | 1532 |
Profit Streak | 0 | 51.2128 | 0 | 0 | 51.2128 | 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 | 311295 | -184490 | -267244 | -282867 | -219845 | -743136 |
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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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