Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234732.2257 | 198664.9706 | 36067.255 | -49709.5322 | -9732.9202 | -39976.612 |
Total P&L (%) | 234.7322 | 198.665 | 36.0673 | -49.7095 | -9.7329 | -39.9766 |
Avg Daily Profit (%) | 0.1727 | 0.1461 | 0.0265 | -0.0505 | -0.0075 | -0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103683 | -86956 | -78186 | -103956 | -102221 | -88583 |
Profit Factor | 1.3452 | 1.5882 | 1.1054 | 0.9144 | 0.966 | 0.8645 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 52.6786 | 44.6429 | 60.7143 | 52.6786 | 44.6429 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.2084 | 1.9694 | 0.7153 | 0.8214 | 1.1978 | 0.5594 |
Largest Winning Trade | 234873 | 234873 | 51906 | 81864 | 81864 | 32814 |
Largest Losing Trade | -57019 | -35318 | -57019 | -48697 | -35318 | -48697 |
Avg Bars in Trades | 22 | 17 | 27 | 22 | 17 | 27 |
Avg Bars in Winners | 30 | 22 | 35 | 30 | 22 | 35 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 2529 | 989 | 1539 | 2529 | 989 | 1539 |
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 | 312128 | -176869 | -444651 | -579855 | -760972 | -759166 |
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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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