Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328917.3764 | 217084.3035 | 111833.0729 | -12915.6417 | 171581.3573 | -184496.999 |
Total P&L (%) | 328.9174 | 217.0843 | 111.8331 | -12.9156 | 171.5814 | -184.497 |
Avg Daily Profit (%) | 0.1724 | 0.1138 | 0.0586 | -0.0073 | 0.0524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232965 | -108708 | -148905 | -400515 | -183114 | -273273 |
Profit Factor | 1.3652 | 1.4409 | 1.2739 | 0.9871 | 1.3602 | 0.6486 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 52.1368 | 50.8475 | 53.4483 | 52.1368 | 50.8475 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.2533 | 1.3929 | 1.1095 | 0.9062 | 1.3148 | 0.5649 |
Largest Winning Trade | 132669 | 132669 | 51703 | 142719 | 142719 | 27231 |
Largest Losing Trade | -59089 | -59089 | -52689 | -119501 | -96778 | -119501 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 3651 | 1841 | 1810 | 3651 | 1841 | 1810 |
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 | 304389 | -216690 | -294319 | -580190 | -299070 | -760386 |
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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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