Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392231.5251 | 354850.1289 | 37381.3962 | 127279.1622 | 90839.7761 | 36439.386 |
Total P&L (%) | 392.2315 | 354.8501 | 37.3814 | 127.2792 | 90.8398 | 36.4394 |
Avg Daily Profit (%) | 0.1788 | 0.1618 | 0.017 | 0.0374 | 0.0295 | 0.0142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124742 | -126925 | -51767 | -239567 | -245872 | -106082 |
Profit Factor | 1.5423 | 1.9173 | 1.1111 | 1.1231 | 1.1473 | 1.0873 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 49.5413 | 48.1481 | 50.9091 | 49.5413 | 48.1481 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.5709 | 2.0648 | 1.0714 | 1.1439 | 1.2356 | 1.0485 |
Largest Winning Trade | 154495 | 154495 | 57719 | 128945 | 128945 | 69190 |
Largest Losing Trade | -51783 | -51783 | -39667 | -85126 | -85126 | -74150 |
Avg Bars in Trades | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Winners | 70 | 61 | 78 | 70 | 61 | 78 |
Avg Bars in Losers | 48 | 42 | 55 | 48 | 42 | 55 |
Bars Traded | 6470 | 2789 | 3680 | 6470 | 2789 | 3680 |
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 | 368179 | -169840 | -450778 | -227900 | -392744 | -480903 |
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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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