Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510348.8621 | 441661.2791 | 68687.583 | 390792.0337 | 137993.9319 | 252798.1018 |
Total P&L (%) | 510.3489 | 441.6613 | 68.6876 | 390.792 | 137.9939 | 252.7981 |
Avg Daily Profit (%) | 0.2725 | 0.2358 | 0.0367 | 0.085 | 0.0463 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87383 | -69988 | -88541 | -449761 | -328728 | -290681 |
Profit Factor | 2.0942 | 3.0447 | 1.2743 | 1.1867 | 1.1373 | 1.2324 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 48.6486 | 45.4545 | 51.7857 | 48.6486 | 45.4545 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.2105 | 3.6536 | 1.1864 | 1.2527 | 1.3648 | 1.1474 |
Largest Winning Trade | 393923 | 393923 | 56102 | 295024 | 295024 | 229547 |
Largest Losing Trade | -30225 | -30174 | -30225 | -166364 | -113495 | -166364 |
Avg Bars in Trades | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Winners | 68 | 56 | 79 | 68 | 56 | 79 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 5375 | 2290 | 3085 | 5375 | 2290 | 3085 |
Profit Streak | 0 | 45.3503 | 0 | 0 | 45.3503 | 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 | 446710 | -167523 | -323894 | -94851 | -381808 | -283182 |
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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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