Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445970.283 | 309834.0916 | 136136.1914 | 174468.8163 | -9244.3828 | 183713.1991 |
Total P&L (%) | 445.9703 | 309.8341 | 136.1362 | 174.4688 | -9.2444 | 183.7132 |
Avg Daily Profit (%) | 0.2319 | 0.1611 | 0.0708 | 0.0525 | -0.005 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103757 | -74703 | -131632 | -588423 | -466800 | -226949 |
Profit Factor | 1.6504 | 1.8952 | 1.4009 | 1.1276 | 0.9882 | 1.3163 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 54.5455 | 50.9091 | 58.1818 | 54.5455 | 50.9091 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.3753 | 1.8275 | 1.0069 | 0.9397 | 0.953 | 0.9461 |
Largest Winning Trade | 139967 | 139967 | 48355 | 360198 | 360198 | 180853 |
Largest Losing Trade | -75085 | -47465 | -75085 | -239227 | -239227 | -140922 |
Avg Bars in Trades | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Winners | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Losers | 34 | 44 | 23 | 34 | 44 | 23 |
Bars Traded | 3721 | 2108 | 1613 | 3721 | 2108 | 1613 |
Profit Streak | 0 | 0 | 48.4065 | 0 | 0 | 48.4065 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388419 | -169051 | -275894 | -203773 | -760715 | -300141 |
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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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