Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406453.7915 | 337478.6093 | 68975.1822 | 49648.2122 | 148666.3489 | -99018.1367 |
Total P&L (%) | 406.4538 | 337.4786 | 68.9752 | 49.6482 | 148.6663 | -99.0181 |
Avg Daily Profit (%) | 0.2137 | 0.1774 | 0.0363 | 0.0212 | 0.0479 | -0.2428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155924 | -85070 | -186974 | -320719 | -151665 | -282485 |
Profit Factor | 1.4798 | 1.973 | 1.1379 | 1.0479 | 1.3281 | 0.8304 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 45.8716 | 50.9091 | 40.7407 | 45.8716 | 50.9091 | 40.7407 |
Ratio Avg Win / Avg Loss | 1.7462 | 1.9025 | 1.6551 | 1.2365 | 1.2807 | 1.2079 |
Largest Winning Trade | 186221 | 186221 | 71143 | 198071 | 198071 | 57974 |
Largest Losing Trade | -39887 | -38945 | -39887 | -73698 | -73698 | -62537 |
Avg Bars in Trades | 67 | 35 | 101 | 67 | 35 | 101 |
Avg Bars in Winners | 89 | 38 | 153 | 89 | 38 | 153 |
Avg Bars in Losers | 49 | 32 | 64 | 49 | 32 | 64 |
Bars Traded | 7402 | 1946 | 5456 | 7402 | 1946 | 5456 |
Profit Streak | 0 | 0 | 584.5846 | 0 | 0 | 584.5846 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313779 | -168761 | -394982 | -335087 | -308614 | -761808 |
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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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