Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279277.3428 | 110612.3189 | 168665.0239 | 221911.0702 | 604418.228 | -382507.1578 |
Total P&L (%) | 279.2773 | 110.6123 | 168.665 | 221.9111 | 604.4182 | -382.5072 |
Avg Daily Profit (%) | 0.1741 | 0.069 | 0.1052 | 0.0729 | 0.1218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146710 | -103558 | -65719 | -1818198 | -1206298 | -915308 |
Profit Factor | 1.6058 | 1.4009 | 1.9112 | 1.0594 | 1.3242 | 0.7956 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 45.7143 | 37.7358 | 53.8462 | 45.7143 | 37.7358 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.9069 | 2.3115 | 1.6382 | 1.258 | 2.1849 | 0.6819 |
Largest Winning Trade | 148566 | 148566 | 61383 | 964779 | 964779 | 281788 |
Largest Losing Trade | -33680 | -32814 | -33680 | -632920 | -400656 | -632920 |
Avg Bars in Trades | 56 | 32 | 80 | 56 | 32 | 80 |
Avg Bars in Winners | 83 | 36 | 118 | 83 | 36 | 118 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 5883 | 1698 | 4185 | 5883 | 1698 | 4185 |
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 | 325869 | -283872 | -228530 | -252158 | -213495 | -760334 |
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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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