Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415870.6172 | 312704.4582 | 103166.159 | 145564.9339 | -56925.7632 | 202490.697 |
Total P&L (%) | 415.8706 | 312.7045 | 103.1662 | 145.5649 | -56.9258 | 202.4907 |
Avg Daily Profit (%) | 0.2165 | 0.1628 | 0.0537 | 0.0468 | -0.0438 | 0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119906 | -103487 | -80103 | -216257 | -254298 | -116235 |
Profit Factor | 1.5662 | 1.7367 | 1.3328 | 1.1115 | 0.9314 | 1.4253 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 48.7179 | 42.3729 | 55.1724 | 48.7179 | 42.3729 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.6486 | 2.3619 | 1.0829 | 1.17 | 1.2667 | 1.158 |
Largest Winning Trade | 144960 | 144960 | 56333 | 151181 | 151181 | 89440 |
Largest Losing Trade | -51820 | -51820 | -33675 | -112740 | -112740 | -48196 |
Avg Bars in Trades | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Winners | 63 | 74 | 55 | 63 | 74 | 55 |
Avg Bars in Losers | 33 | 36 | 28 | 33 | 36 | 28 |
Bars Traded | 5612 | 3098 | 2514 | 5612 | 3098 | 2514 |
Profit Streak | 0 | 0 | 48.8005 | 0 | 0 | 48.8005 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374244 | -169051 | -299739 | -228496 | -758757 | -293929 |
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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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