Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515126.808 | 442147.9174 | 72978.8906 | 487964.7346 | 389542.5346 | 98422.2 |
Total P&L (%) | 515.1268 | 442.1479 | 72.9789 | 487.9647 | 389.5425 | 98.4222 |
Avg Daily Profit (%) | 0.2061 | 0.1769 | 0.0292 | 0.0709 | 0.0636 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113257 | -72030 | -66002 | -1441711 | -1135945 | -734496 |
Profit Factor | 1.7463 | 2.1548 | 1.2374 | 1.0744 | 1.0983 | 1.0379 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.886 | 2.3272 | 1.3364 | 1.1603 | 1.1862 | 1.1209 |
Largest Winning Trade | 192327 | 192327 | 50547 | 724321 | 724321 | 523793 |
Largest Losing Trade | -32689 | -32689 | -30753 | -485098 | -485098 | -410387 |
Avg Bars in Trades | 141 | 126 | 155 | 141 | 126 | 155 |
Avg Bars in Winners | 183 | 141 | 225 | 183 | 141 | 225 |
Avg Bars in Losers | 101 | 111 | 90 | 101 | 111 | 90 |
Bars Traded | 14665 | 6567 | 8098 | 14665 | 6567 | 8098 |
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 | 393461 | -169280 | -334973 | -237438 | -401227 | -515900 |
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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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