Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435617.0011 | 358725.3984 | 76891.6027 | 553268.8503 | -131139.8591 | 684408.7094 |
Total P&L (%) | 435.617 | 358.7254 | 76.8916 | 553.2689 | -131.1399 | 684.4087 |
Avg Daily Profit (%) | 0.2204 | 0.1815 | 0.0389 | 0.095 | 0 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88688 | -62903 | -142214 | -1325799 | -1027535 | -818865 |
Profit Factor | 1.7917 | 2.3678 | 1.267 | 1.1502 | 0.935 | 1.4109 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 46.0177 | 45.614 | 46.4286 | 46.0177 | 45.614 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.1018 | 2.8231 | 1.462 | 1.3492 | 1.1148 | 1.628 |
Largest Winning Trade | 111263 | 111263 | 72109 | 685119 | 278092 | 685119 |
Largest Losing Trade | -33722 | -33722 | -33085 | -578377 | -274856 | -578377 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 100 | 90 | 110 | 100 | 90 | 110 |
Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
Bars Traded | 7620 | 3432 | 4188 | 7620 | 3432 | 4188 |
Profit Streak | 0 | 0 | 579.1883 | 0 | 0 | 579.1883 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358021 | -169788 | -321545 | -122317 | -760872 | -231997 |
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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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