Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238048.4666 | 236497.8166 | 1550.65 | 5290.3529 | 46.9854 | 5243.3675 |
Total P&L (%) | 238.0485 | 236.4978 | 1.5507 | 5.2904 | 0.047 | 5.2434 |
Avg Daily Profit (%) | 0.1683 | 0.1672 | 0.0011 | 0.0036 | 0 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76319 | -80798 | -18664 | -108648 | -115996 | -15436 |
Profit Factor | 1.4814 | 1.5269 | 1.034 | 1.0124 | 1.0001 | 1.1531 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 48.6726 | 41.0714 | 56.1404 | 48.6726 | 41.0714 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.5622 | 2.1907 | 0.8078 | 1.0677 | 1.435 | 0.9009 |
Largest Winning Trade | 155126 | 155126 | 3611 | 103998 | 103998 | 6177 |
Largest Losing Trade | -48942 | -48942 | -6248 | -75713 | -75713 | -6130 |
Avg Bars in Trades | 70 | 140 | 1 | 70 | 140 | 1 |
Avg Bars in Winners | 64 | 153 | 1 | 64 | 153 | 1 |
Avg Bars in Losers | 75 | 131 | 1 | 75 | 131 | 1 |
Bars Traded | 7933 | 7848 | 85 | 7933 | 7848 | 85 |
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 | 339758 | -173605 | -720597 | -560789 | -762462 | -586502 |
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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) |
---|