Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453032.7541 | 420623.9338 | 32408.8204 | 4962.9065 | 62783.4963 | -57820.5897 |
Total P&L (%) | 453.0328 | 420.6239 | 32.4088 | 4.9629 | 62.7835 | -57.8206 |
Avg Daily Profit (%) | 0.181 | 0.1681 | 0.013 | 0.0019 | 0.0195 | -0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118887 | -135749 | -93551 | -409410 | -323971 | -180942 |
Profit Factor | 1.6337 | 2.1744 | 1.0908 | 1.0042 | 1.1044 | 0.9006 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 43.6893 | 36.5385 | 50.9804 | 43.6893 | 36.5385 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.1056 | 3.7766 | 1.0489 | 1.2943 | 1.9182 | 0.8659 |
Largest Winning Trade | 382861 | 382861 | 57408 | 143660 | 143660 | 88831 |
Largest Losing Trade | -46098 | -33323 | -46098 | -141743 | -141743 | -110336 |
Avg Bars in Trades | 70 | 58 | 82 | 70 | 58 | 82 |
Avg Bars in Winners | 108 | 106 | 110 | 108 | 106 | 110 |
Avg Bars in Losers | 41 | 31 | 53 | 41 | 31 | 53 |
Bars Traded | 7273 | 3065 | 4208 | 7273 | 3065 | 4208 |
Profit Streak | 0 | 0 | 58.1001 | 0 | 0 | 58.1001 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301395 | -173805 | -477511 | -574095 | -457175 | -759249 |
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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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