Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504169.5374 | 444547.8353 | 59621.702 | 142237.8187 | 4438.0421 | 137799.7766 |
Total P&L (%) | 504.1695 | 444.5478 | 59.6217 | 142.2378 | 4.438 | 137.7998 |
Avg Daily Profit (%) | 0.2131 | 0.1879 | 0.0252 | 0.0374 | 0.0018 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103442 | -87853 | -169216 | -207444 | -392779 | -281476 |
Profit Factor | 1.6954 | 2.2913 | 1.1566 | 1.0828 | 1.0049 | 1.1694 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 43.6893 | 42.3077 | 45.098 | 43.6893 | 42.3077 | 45.098 |
Ratio Avg Win / Avg Loss | 2.1852 | 3.1245 | 1.408 | 1.3957 | 1.3703 | 1.4236 |
Largest Winning Trade | 304904 | 304904 | 69660 | 246799 | 246799 | 163458 |
Largest Losing Trade | -40256 | -28387 | -40256 | -92412 | -92412 | -90506 |
Avg Bars in Trades | 135 | 116 | 154 | 135 | 116 | 154 |
Avg Bars in Winners | 195 | 168 | 222 | 195 | 168 | 222 |
Avg Bars in Losers | 88 | 78 | 98 | 88 | 78 | 98 |
Bars Traded | 13937 | 6064 | 7873 | 13937 | 6064 | 7873 |
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 | 330557 | -171166 | -390118 | -274511 | -754306 | -360172 |
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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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