Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301256.1715 | 219841.5737 | 81414.5978 | 109500.7767 | 202514.7148 | -93013.9381 |
Total P&L (%) | 301.2562 | 219.8416 | 81.4146 | 109.5008 | 202.5147 | -93.0139 |
Avg Daily Profit (%) | 0.213 | 0.1554 | 0.0576 | 0.0523 | 0.0783 | -0.188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94493 | -69662 | -90862 | -291746 | -178933 | -327819 |
Profit Factor | 1.4778 | 1.6681 | 1.27 | 1.0714 | 1.2753 | 0.8835 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 53.0435 | 46.5517 | 59.6491 | 53.0435 | 46.5517 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.3082 | 1.9152 | 0.8591 | 0.9484 | 1.4643 | 0.5977 |
Largest Winning Trade | 73014 | 73014 | 39192 | 86017 | 86017 | 73574 |
Largest Losing Trade | -70887 | -39621 | -70887 | -194952 | -67739 | -194952 |
Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Winners | 45 | 52 | 40 | 45 | 52 | 40 |
Avg Bars in Losers | 50 | 55 | 42 | 50 | 55 | 42 |
Bars Traded | 5508 | 3149 | 2359 | 5508 | 3149 | 2359 |
Profit Streak | 0 | 0 | 45.4585 | 0 | 0 | 45.4585 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345676 | -170996 | -296077 | -266042 | -269884 | -759026 |
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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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