Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352706.6821 | 206775.6926 | 145930.9895 | 66117.2212 | -566848.4364 | 632965.6576 |
Total P&L (%) | 352.7067 | 206.7757 | 145.931 | 66.1172 | -566.8484 | 632.9657 |
Avg Daily Profit (%) | 0.1937 | 0.1136 | 0.0802 | 0.0279 | 0 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147548 | -120300 | -82835 | -1148691 | -944042 | -738886 |
Profit Factor | 1.6416 | 1.6285 | 1.661 | 1.0181 | 0.7438 | 1.4406 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 45.7944 | 42.5926 | 49.0566 | 45.7944 | 42.5926 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.9431 | 2.195 | 1.7249 | 1.2051 | 1.0026 | 1.496 |
Largest Winning Trade | 317279 | 317279 | 58955 | 353396 | 326213 | 353396 |
Largest Losing Trade | -39315 | -29446 | -39315 | -480389 | -280571 | -480389 |
Avg Bars in Trades | 47 | 27 | 67 | 47 | 27 | 67 |
Avg Bars in Winners | 69 | 37 | 97 | 69 | 37 | 97 |
Avg Bars in Losers | 28 | 19 | 39 | 28 | 19 | 39 |
Bars Traded | 5054 | 1464 | 3589 | 5054 | 1464 | 3589 |
Profit Streak | 0 | 0 | 25.9694 | 0 | 0 | 25.9694 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335700 | -220953 | -262671 | -357841 | -761769 | -225372 |
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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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