Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294026.6805 | 91229.7886 | 202796.892 | 161639.059 | -96638.8589 | 258277.9179 |
Total P&L (%) | 294.0267 | 91.2298 | 202.7969 | 161.6391 | -96.6389 | 258.2779 |
Avg Daily Profit (%) | 0.1986 | 0.0616 | 0.137 | 0.065 | -0.2289 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121010 | -75941 | -52362 | -522335 | -436239 | -180357 |
Profit Factor | 1.467 | 1.2743 | 1.6828 | 1.0867 | 0.9079 | 1.3168 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.2936 | 51.8519 | 52.7273 | 52.2936 | 51.8519 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3383 | 1.1833 | 1.5087 | 0.9914 | 0.843 | 1.1805 |
Largest Winning Trade | 88085 | 88085 | 54945 | 188006 | 188006 | 158337 |
Largest Losing Trade | -39693 | -39693 | -29053 | -179686 | -179686 | -80400 |
Avg Bars in Trades | 39 | 46 | 32 | 39 | 46 | 32 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 40 | 54 | 26 | 40 | 54 | 26 |
Bars Traded | 4299 | 2493 | 1806 | 4299 | 2493 | 1806 |
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 | 334826 | -290524 | -186661 | -232386 | -760593 | -257329 |
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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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