Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376564.7146 | 344591.042 | 31973.6726 | 87598.5237 | 270023.5143 | -182424.9905 |
Total P&L (%) | 376.5647 | 344.591 | 31.9737 | 87.5985 | 270.0235 | -182.425 |
Avg Daily Profit (%) | 0.1603 | 0.1467 | 0.0136 | 0.0268 | 0.0557 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95213 | -59240 | -110470 | -317706 | -199533 | -327440 |
Profit Factor | 1.5634 | 2.311 | 1.0788 | 1.0494 | 1.3797 | 0.8283 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 51.7857 | 53.5714 | 50 | 51.7857 | 53.5714 | 50 |
Ratio Avg Win / Avg Loss | 1.4555 | 2.0029 | 1.0788 | 0.977 | 1.1957 | 0.8283 |
Largest Winning Trade | 186498 | 186498 | 54759 | 297014 | 297014 | 160712 |
Largest Losing Trade | -55685 | -51100 | -55685 | -241217 | -199533 | -241217 |
Avg Bars in Trades | 80 | 69 | 92 | 80 | 69 | 92 |
Avg Bars in Winners | 98 | 80 | 118 | 98 | 80 | 118 |
Avg Bars in Losers | 61 | 56 | 66 | 61 | 56 | 66 |
Bars Traded | 9066 | 3880 | 5186 | 9066 | 3880 | 5186 |
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 | 342144 | -172423 | -491460 | -324437 | -297548 | -760833 |
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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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