Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328749.3751 | 215283.5959 | 113465.7792 | 122953.5575 | -75390.9744 | 198344.5319 |
Total P&L (%) | 328.7494 | 215.2836 | 113.4658 | 122.9536 | -75.391 | 198.3445 |
Avg Daily Profit (%) | 0.1711 | 0.112 | 0.0591 | 0.0417 | -0.0729 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153152 | -85560 | -94887 | -642448 | -627236 | -327333 |
Profit Factor | 1.4822 | 1.719 | 1.2968 | 1.0404 | 0.95 | 1.1288 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 54.955 | 56.3636 | 53.5714 | 54.955 | 56.3636 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.215 | 1.3308 | 1.1239 | 0.8527 | 0.7355 | 0.9783 |
Largest Winning Trade | 70448 | 70448 | 57853 | 214713 | 212450 | 214713 |
Largest Losing Trade | -52934 | -37604 | -52934 | -273686 | -273686 | -250759 |
Avg Bars in Trades | 33 | 19 | 47 | 33 | 19 | 47 |
Avg Bars in Winners | 36 | 20 | 53 | 36 | 20 | 53 |
Avg Bars in Losers | 29 | 17 | 39 | 29 | 17 | 39 |
Bars Traded | 3705 | 1069 | 2637 | 3705 | 1069 | 2637 |
Profit Streak | 0 | 71.3102 | 0 | 0 | 71.3102 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342318 | -218799 | -293599 | -314026 | -758303 | -377044 |
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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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