Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429157.0704 | 325592.4104 | 103564.6599 | 588174.9971 | 1036617.5347 | -448442.5376 |
Total P&L (%) | 429.1571 | 325.5924 | 103.5647 | 588.175 | 1036.6175 | -448.4425 |
Avg Daily Profit (%) | 0.1804 | 0.1369 | 0.0435 | 0.0811 | 0.1022 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70071 | -80825 | -104002 | -646686 | -411937 | -828500 |
Profit Factor | 1.6199 | 2.0554 | 1.2698 | 1.149 | 1.6372 | 0.8067 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 49.5652 | 50.8772 | 48.2759 | 49.5652 | 50.8772 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.6483 | 1.9845 | 1.3605 | 1.1692 | 1.5807 | 0.8644 |
Largest Winning Trade | 85978 | 85978 | 54613 | 246579 | 246579 | 220585 |
Largest Losing Trade | -40066 | -31558 | -40066 | -281129 | -221205 | -281129 |
Avg Bars in Trades | 120 | 111 | 129 | 120 | 111 | 129 |
Avg Bars in Winners | 176 | 156 | 196 | 176 | 156 | 196 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 13883 | 6360 | 7522 | 13883 | 6360 | 7522 |
Profit Streak | 0 | 201.0393 | 0 | 0 | 201.0393 | 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 | 383636 | -184959 | -315584 | -140718 | -231537 | -761503 |
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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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