Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190878.7307 | 91242.6797 | 99636.051 | 146398.8435 | 67744.1205 | 78654.7231 |
Total P&L (%) | 190.8787 | 91.2427 | 99.6361 | 146.3988 | 67.7441 | 78.6547 |
Avg Daily Profit (%) | 0.2057 | 0.0983 | 0.1074 | 0.0972 | 0.0558 | 0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101630 | -50756 | -75758 | -471339 | -280417 | -323596 |
Profit Factor | 1.3913 | 1.4556 | 1.3465 | 1.0716 | 1.0792 | 1.0662 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 57.265 | 55.1724 | 59.322 | 57.265 | 55.1724 | 59.322 |
Ratio Avg Win / Avg Loss | 1.0383 | 1.1827 | 0.9233 | 0.7997 | 0.8768 | 0.7311 |
Largest Winning Trade | 32135 | 32135 | 27662 | 116400 | 88625 | 116400 |
Largest Losing Trade | -36539 | -26082 | -36539 | -204969 | -144916 | -204969 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 5473 | 2711 | 2762 | 5473 | 2711 | 2762 |
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 | 344314 | -240036 | -226395 | -205303 | -433078 | -434249 |
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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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