Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589251.2855 | 522101.9176 | 67149.3679 | 116940.021 | 459326.9686 | -342386.9477 |
Total P&L (%) | 589.2513 | 522.1019 | 67.1494 | 116.94 | 459.327 | -342.3869 |
Avg Daily Profit (%) | 0.318 | 0.2818 | 0.0362 | 0.0418 | 0.093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170256 | -159755 | -87501 | -1766333 | -1134833 | -782158 |
Profit Factor | 1.8042 | 2.3746 | 1.1903 | 1.0399 | 1.2865 | 0.7427 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 50 | 41.8182 | 58.1818 | 50 | 41.8182 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.8042 | 3.3037 | 0.8555 | 1.0399 | 1.7899 | 0.5338 |
Largest Winning Trade | 449630 | 449630 | 51717 | 1051996 | 1051996 | 203347 |
Largest Losing Trade | -55623 | -55623 | -40748 | -440972 | -440972 | -335867 |
Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Winners | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Losers | 39 | 29 | 54 | 39 | 29 | 54 |
Bars Traded | 5332 | 2310 | 3022 | 5332 | 2310 | 3022 |
Profit Streak | 0 | 51.9685 | 0 | 0 | 51.9685 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459396 | -168990 | -336554 | -313462 | -250010 | -759772 |
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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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