Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357451.924 | 298022.9494 | 59428.9746 | 10643.4001 | 638898.0093 | -628254.6092 |
Total P&L (%) | 357.4519 | 298.0229 | 59.429 | 10.6434 | 638.898 | -628.2546 |
Avg Daily Profit (%) | 0.1933 | 0.1612 | 0.0321 | 0.0055 | 0.1082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205743 | -97396 | -160751 | -1848223 | -1513010 | -1092373 |
Profit Factor | 1.4893 | 1.9554 | 1.142 | 1.0018 | 1.2495 | 0.8136 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 55.0459 | 49.0909 | 61.1111 | 55.0459 | 49.0909 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.2162 | 2.0278 | 0.7267 | 0.8181 | 1.2958 | 0.5177 |
Largest Winning Trade | 102629 | 102629 | 62104 | 553328 | 553328 | 475669 |
Largest Losing Trade | -73750 | -46599 | -73750 | -883362 | -883362 | -766936 |
Avg Bars in Trades | 48 | 34 | 63 | 48 | 34 | 63 |
Avg Bars in Winners | 58 | 35 | 76 | 58 | 35 | 76 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 5338 | 1893 | 3445 | 5338 | 1893 | 3445 |
Profit Streak | 0 | 0 | 30.5675 | 0 | 0 | 30.5675 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350927 | -169405 | -394324 | -550550 | -228749 | -758391 |
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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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