Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418113.2972 | 309057.291 | 109056.0062 | 162511.4623 | 12535.6812 | 149975.7811 |
Total P&L (%) | 418.1133 | 309.0573 | 109.056 | 162.5115 | 12.5357 | 149.9758 |
Avg Daily Profit (%) | 0.2199 | 0.1625 | 0.0574 | 0.0508 | 0.0062 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123344 | -126493 | -125324 | -289999 | -424802 | -286566 |
Profit Factor | 1.5607 | 1.7414 | 1.3316 | 1.0877 | 1.0114 | 1.1989 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 51.0204 | 44.898 | 57.1429 | 51.0204 | 44.898 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4983 | 2.1371 | 0.9987 | 1.0441 | 1.2413 | 0.8992 |
Largest Winning Trade | 119467 | 119467 | 44953 | 161643 | 161643 | 96536 |
Largest Losing Trade | -46933 | -46933 | -41388 | -199306 | -199306 | -159417 |
Avg Bars in Trades | 110 | 120 | 101 | 110 | 120 | 101 |
Avg Bars in Winners | 133 | 137 | 130 | 133 | 137 | 130 |
Avg Bars in Losers | 87 | 106 | 63 | 87 | 106 | 63 |
Bars Traded | 10862 | 5885 | 4977 | 10862 | 5885 | 4977 |
Profit Streak | 0 | 0 | 575.9878 | 0 | 0 | 575.9878 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355013 | 313711 | -115737 | -248826 | -481294 | -129954 |
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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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