Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293620.4128 | 112633.6656 | 180986.7471 | -7551.2726 | -261997.5276 | 254446.2551 |
Total P&L (%) | 293.6204 | 112.6337 | 180.9867 | -7.5513 | -261.9975 | 254.4463 |
Avg Daily Profit (%) | 0.1761 | 0.0676 | 0.1086 | -0.0047 | 0 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171804 | -156477 | -79847 | -412815 | -441098 | -53686 |
Profit Factor | 1.4252 | 1.2346 | 1.8598 | 0.9926 | 0.6717 | 2.1335 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 49.5652 | 42.1053 | 56.8966 | 49.5652 | 42.1053 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.4502 | 1.6976 | 1.4089 | 1.01 | 0.9236 | 1.6163 |
Largest Winning Trade | 150717 | 150717 | 36987 | 142564 | 142564 | 90914 |
Largest Losing Trade | -63976 | -63976 | -43586 | -179429 | -179429 | -33297 |
Avg Bars in Trades | 27 | 39 | 15 | 27 | 39 | 15 |
Avg Bars in Winners | 21 | 34 | 12 | 21 | 34 | 12 |
Avg Bars in Losers | 33 | 43 | 20 | 33 | 43 | 20 |
Bars Traded | 3198 | 2279 | 919 | 3198 | 2279 | 919 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312476 | -285047 | -224511 | -578697 | -763903 | -266382 |
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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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