Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338637.9604 | 292316.7353 | 46321.2251 | 195500.9245 | 215486.9064 | -19985.9819 |
Total P&L (%) | 338.638 | 292.3167 | 46.3212 | 195.5009 | 215.4869 | -19.986 |
Avg Daily Profit (%) | 0.1545 | 0.1333 | 0.0211 | 0.0494 | 0.0524 | -0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114295 | -131707 | -96910 | -416431 | -423263 | -204769 |
Profit Factor | 1.4904 | 1.9418 | 1.1219 | 1.1145 | 1.2505 | 0.9764 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 49.5727 | 50.8475 | 48.2759 | 49.5727 | 50.8475 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5161 | 1.8771 | 1.202 | 1.1337 | 1.2089 | 1.0462 |
Largest Winning Trade | 113369 | 113369 | 49911 | 215525 | 215525 | 123464 |
Largest Losing Trade | -45587 | -30036 | -45587 | -124883 | -124883 | -86623 |
Avg Bars in Trades | 72 | 56 | 88 | 72 | 56 | 88 |
Avg Bars in Winners | 94 | 72 | 118 | 94 | 72 | 118 |
Avg Bars in Losers | 50 | 39 | 60 | 50 | 39 | 60 |
Bars Traded | 8459 | 3326 | 5133 | 8459 | 3326 | 5133 |
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 | 350453 | -187920 | -433515 | -221338 | -299705 | -759837 |
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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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