Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323134.2431 | 284576.4324 | 38557.8106 | -53129.6785 | -36678.2661 | -16451.4124 |
Total P&L (%) | 323.1342 | 284.5764 | 38.5578 | -53.1297 | -36.6783 | -16.4514 |
Avg Daily Profit (%) | 0.1845 | 0.1625 | 0.022 | -0.0433 | -0.0261 | -0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169993 | -163669 | -63230 | -403976 | -429975 | -134582 |
Profit Factor | 1.3765 | 1.5638 | 1.1091 | 0.9703 | 0.9671 | 0.9756 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 50 | 42.623 | 57.377 | 50 | 42.623 | 57.377 |
Ratio Avg Win / Avg Loss | 1.3765 | 2.1052 | 0.8239 | 0.9703 | 1.3019 | 0.7248 |
Largest Winning Trade | 283573 | 283573 | 30551 | 283573 | 283573 | 85971 |
Largest Losing Trade | -53465 | -53465 | -34012 | -130464 | -101279 | -130464 |
Avg Bars in Trades | 41 | 58 | 25 | 41 | 58 | 25 |
Avg Bars in Winners | 38 | 52 | 29 | 38 | 52 | 29 |
Avg Bars in Losers | 44 | 62 | 20 | 44 | 62 | 20 |
Bars Traded | 5084 | 3540 | 1544 | 5084 | 3540 | 1544 |
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 | 301084 | -154719 | -428479 | -580454 | -743938 | -741224 |
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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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