Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328291.0107 | 235673.1317 | 92617.879 | 65888.8961 | -42175.9604 | 108064.8565 |
Total P&L (%) | 328.291 | 235.6731 | 92.6179 | 65.8889 | -42.176 | 108.0649 |
Avg Daily Profit (%) | 0.2406 | 0.1727 | 0.0679 | 0.0371 | -0.0401 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129404 | -104255 | -27750 | -129350 | -160417 | -27444 |
Profit Factor | 1.6761 | 1.6239 | 1.8588 | 1.1497 | 0.8804 | 2.2333 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 45.3704 | 35.1852 | 55.5556 | 45.3704 | 35.1852 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0182 | 2.9915 | 1.4871 | 1.3843 | 1.6218 | 1.7866 |
Largest Winning Trade | 287689 | 287689 | 23079 | 148923 | 148923 | 28093 |
Largest Losing Trade | -31637 | -31637 | -24386 | -47029 | -47029 | -20355 |
Avg Bars in Trades | 33 | 61 | 6 | 33 | 61 | 6 |
Avg Bars in Winners | 39 | 92 | 5 | 39 | 92 | 5 |
Avg Bars in Losers | 29 | 43 | 7 | 29 | 43 | 7 |
Bars Traded | 3633 | 3296 | 338 | 3633 | 3296 | 338 |
Profit Streak | 109.8448 | 0 | 118.5115 | 109.8448 | 0 | 118.5115 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366909 | -175632 | -277998 | -200466 | -764094 | -295049 |
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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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