Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544034.3783 | 489409.5516 | 54624.8267 | 126955.2595 | 369043.591 | -242088.3316 |
Total P&L (%) | 544.0344 | 489.4096 | 54.6248 | 126.9553 | 369.0436 | -242.0883 |
Avg Daily Profit (%) | 0.3407 | 0.3065 | 0.0342 | 0.0513 | 0.0968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153855 | -156184 | -71386 | -519464 | -447997 | -343822 |
Profit Factor | 1.913 | 2.417 | 1.2181 | 1.0614 | 1.3342 | 0.749 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 46.789 | 41.8182 | 51.8519 | 46.789 | 41.8182 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.1756 | 3.3628 | 1.1311 | 1.207 | 1.8563 | 0.6955 |
Largest Winning Trade | 440530 | 440530 | 55743 | 440530 | 440530 | 107592 |
Largest Losing Trade | -32411 | -28854 | -32411 | -189321 | -151410 | -189321 |
Avg Bars in Trades | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Winners | 53 | 32 | 70 | 53 | 32 | 70 |
Avg Bars in Losers | 31 | 33 | 27 | 31 | 33 | 27 |
Bars Traded | 4517 | 1832 | 2685 | 4517 | 1832 | 2685 |
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 | 428900 | -170100 | -328447 | -278329 | -245513 | -760593 |
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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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