Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428227.2888 | 263112.1328 | 165115.156 | 550753.14 | 497852.5973 | 52900.5427 |
Total P&L (%) | 428.2273 | 263.1121 | 165.1152 | 550.7531 | 497.8526 | 52.9005 |
Avg Daily Profit (%) | 0.225 | 0.1382 | 0.0868 | 0.0985 | 0.094 | 0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138381 | -99377 | -100497 | -3444224 | -2347075 | -2781821 |
Profit Factor | 1.6688 | 2.0358 | 1.4274 | 1.0436 | 1.0937 | 1.0072 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 53.4653 | 58 | 49.0196 | 53.4653 | 58 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.4524 | 1.4742 | 1.4845 | 0.9083 | 0.792 | 1.0475 |
Largest Winning Trade | 67175 | 43019 | 67175 | 1120558 | 1010378 | 1120558 |
Largest Losing Trade | -50092 | -32412 | -50092 | -1692444 | -992482 | -1692444 |
Avg Bars in Trades | 71 | 46 | 95 | 71 | 46 | 95 |
Avg Bars in Winners | 75 | 50 | 104 | 75 | 50 | 104 |
Avg Bars in Losers | 66 | 41 | 86 | 66 | 41 | 86 |
Bars Traded | 7202 | 2347 | 4855 | 7202 | 2347 | 4855 |
Profit Streak | 0 | 110.4394 | 0 | 0 | 110.4394 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381698 | -184178 | -256708 | -234656 | -365006 | -557219 |
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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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