Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296060.5337 | 239128.2919 | 56932.2418 | -16128.2134 | 30909.7208 | -47037.9342 |
Total P&L (%) | 296.0605 | 239.1283 | 56.9322 | -16.1282 | 30.9097 | -47.0379 |
Avg Daily Profit (%) | 0.1556 | 0.1257 | 0.0299 | -0.0092 | 0.0142 | -0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162906 | -81233 | -183088 | -184108 | -165942 | -164934 |
Profit Factor | 1.401 | 1.611 | 1.1641 | 0.9778 | 1.0773 | 0.8557 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 50.8929 | 50 | 51.7857 | 50.8929 | 50 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.3518 | 1.611 | 1.0838 | 0.9435 | 1.0773 | 0.7967 |
Largest Winning Trade | 188263 | 188263 | 54026 | 87697 | 87697 | 37286 |
Largest Losing Trade | -48621 | -39662 | -48621 | -95233 | -95233 | -64670 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 45 | 37 | 52 | 45 | 37 | 52 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 3642 | 1592 | 2050 | 3642 | 1592 | 2050 |
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 | 300814 | -201944 | -373658 | -580364 | -492190 | -760601 |
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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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