Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491279.59 | 448890.6238 | 42388.9662 | 90867.8704 | 1194386.2118 | -1103518.3414 |
Total P&L (%) | 491.2796 | 448.8906 | 42.389 | 90.8679 | 1194.3862 | -1103.5183 |
Avg Daily Profit (%) | 0.2485 | 0.2271 | 0.0214 | 0.0327 | 0.1296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133768 | -89053 | -118812 | -1284979 | -714369 | -1373554 |
Profit Factor | 1.6022 | 2.1158 | 1.1025 | 1.0215 | 1.7075 | 0.5648 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 44.7619 | 43.3962 | 46.1538 | 44.7619 | 43.3962 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9772 | 2.7597 | 1.2863 | 1.2606 | 2.2272 | 0.659 |
Largest Winning Trade | 103758 | 103758 | 81994 | 627141 | 627141 | 339740 |
Largest Losing Trade | -70799 | -37046 | -70799 | -976291 | -221790 | -976291 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 104 | 112 | 96 | 104 | 112 | 96 |
Avg Bars in Losers | 48 | 51 | 44 | 48 | 51 | 44 |
Bars Traded | 7715 | 4135 | 3579 | 7715 | 4135 | 3579 |
Profit Streak | 0 | 0 | 672.9802 | 0 | 0 | 672.9802 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335188 | -170747 | -454561 | -347818 | -198949 | -761371 |
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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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