Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321968.7149 | 308737.7319 | 13230.9829 | 109697.8206 | 196289.7837 | -86591.9631 |
Total P&L (%) | 321.9687 | 308.7377 | 13.231 | 109.6978 | 196.2898 | -86.592 |
Avg Daily Profit (%) | 0.1687 | 0.1618 | 0.0069 | 0.0388 | 0.0569 | -0.1052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114331 | -87503 | -67556 | -490554 | -403803 | -267260 |
Profit Factor | 1.7031 | 2.5897 | 1.0502 | 1.057 | 1.2469 | 0.9234 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 41.9355 | 50 | 45.9016 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 2.0072 | 3.5857 | 1.0502 | 1.2457 | 1.7265 | 0.9234 |
Largest Winning Trade | 192341 | 192341 | 55892 | 332887 | 332887 | 206689 |
Largest Losing Trade | -36717 | -26440 | -36717 | -188108 | -128188 | -188108 |
Avg Bars in Trades | 86 | 76 | 97 | 86 | 76 | 97 |
Avg Bars in Winners | 115 | 84 | 142 | 115 | 84 | 142 |
Avg Bars in Losers | 62 | 70 | 53 | 62 | 70 | 53 |
Bars Traded | 5297 | 2361 | 2936 | 5297 | 2361 | 2936 |
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 | -157012 | 326023 | -414209 | -466531 | -119214 | -580825 |
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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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