Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439067.9964 | 339992.1655 | 99075.831 | 504766.1558 | 155201.4821 | 349564.6738 |
Total P&L (%) | 439.068 | 339.9922 | 99.0758 | 504.7662 | 155.2015 | 349.5647 |
Avg Daily Profit (%) | 0.2459 | 0.1904 | 0.0555 | 0.1009 | 0.0525 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78315 | -74747 | -116807 | -469370 | -541052 | -228354 |
Profit Factor | 1.6246 | 1.9819 | 1.2777 | 1.2202 | 1.1174 | 1.3602 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 42.2018 | 45.4545 | 38.8889 | 42.2018 | 45.4545 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.225 | 2.3783 | 2.0079 | 1.6711 | 1.3409 | 2.1375 |
Largest Winning Trade | 87066 | 87066 | 71667 | 236692 | 236692 | 194720 |
Largest Losing Trade | -33504 | -33504 | -30661 | -219861 | -219861 | -106328 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 74 | 67 | 83 | 74 | 67 | 83 |
Avg Bars in Losers | 27 | 40 | 16 | 27 | 40 | 16 |
Bars Traded | 5175 | 2886 | 2289 | 5175 | 2886 | 2289 |
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 | 300476 | -170518 | -302131 | -59953 | -396039 | -263315 |
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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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