Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284406.7447 | 121447.7442 | 162959.0005 | 135829.326 | 1236.5593 | 134592.7667 |
Total P&L (%) | 284.4067 | 121.4477 | 162.959 | 135.8293 | 1.2366 | 134.5928 |
Avg Daily Profit (%) | 0.1625 | 0.0694 | 0.0931 | 0.049 | 0.0007 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90668 | -73090 | -49186 | -110989 | -79715 | -79004 |
Profit Factor | 1.5182 | 1.4482 | 1.5864 | 1.209 | 1.0038 | 1.4137 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 47.2222 | 37.037 | 57.4074 | 47.2222 | 37.037 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.6968 | 2.4619 | 1.177 | 1.3512 | 1.7065 | 1.0488 |
Largest Winning Trade | 96733 | 96733 | 71131 | 119935 | 84899 | 119935 |
Largest Losing Trade | -36489 | -36489 | -34096 | -48642 | -33258 | -48642 |
Avg Bars in Trades | 61 | 45 | 77 | 61 | 45 | 77 |
Avg Bars in Winners | 91 | 74 | 102 | 91 | 74 | 102 |
Avg Bars in Losers | 33 | 27 | 43 | 33 | 27 | 43 |
Bars Traded | 6590 | 2432 | 4158 | 6590 | 2432 | 4158 |
Profit Streak | 0 | 0 | 22.1197 | 0 | 0 | 22.1197 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325282 | -283283 | -245377 | -128698 | -757970 | -305600 |
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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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