Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573591.1852 | 512104.5805 | 61486.6046 | 42530.3496 | 337555.0312 | -295024.6816 |
Total P&L (%) | 573.5912 | 512.1046 | 61.4866 | 42.5304 | 337.555 | -295.0247 |
Avg Daily Profit (%) | 0.3092 | 0.2761 | 0.0331 | 0.0191 | 0.0796 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161907 | -160587 | -83328 | -1328993 | -894387 | -836256 |
Profit Factor | 1.8235 | 2.3218 | 1.199 | 1.0159 | 1.2469 | 0.7749 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 50.9259 | 42.5926 | 59.2593 | 50.9259 | 42.5926 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.7572 | 3.1293 | 0.8243 | 0.9789 | 1.6807 | 0.5327 |
Largest Winning Trade | 528942 | 528942 | 49623 | 1105701 | 1105701 | 162064 |
Largest Losing Trade | -50579 | -50579 | -43589 | -537901 | -185724 | -537901 |
Avg Bars in Trades | 101 | 85 | 117 | 101 | 85 | 117 |
Avg Bars in Winners | 133 | 112 | 147 | 133 | 112 | 147 |
Avg Bars in Losers | 68 | 65 | 72 | 68 | 65 | 72 |
Bars Traded | 10945 | 4620 | 6325 | 10945 | 4620 | 6325 |
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 | 462170 | -169826 | -331379 | -373642 | -268735 | -759633 |
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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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