Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339123.3337 | 83902.856 | 255220.4776 | 165437.5727 | -143852.4611 | 309290.0338 |
Total P&L (%) | 339.1233 | 83.9029 | 255.2205 | 165.4376 | -143.8525 | 309.29 |
Avg Daily Profit (%) | 0.2049 | 0.0507 | 0.1542 | 0.059 | 0 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114238 | -107887 | -102742 | -314330 | -340512 | -227703 |
Profit Factor | 1.5866 | 1.2628 | 1.9858 | 1.1131 | 0.8328 | 1.5138 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 63.8889 | 57.4074 | 70.3704 | 63.8889 | 57.4074 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.8967 | 0.9369 | 0.8361 | 0.6292 | 0.6179 | 0.6374 |
Largest Winning Trade | 59539 | 45626 | 59539 | 80200 | 80200 | 70376 |
Largest Losing Trade | -70759 | -44242 | -70759 | -242010 | -242010 | -127686 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 3198 | 1595 | 1603 | 3198 | 1595 | 1603 |
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 | 367081 | -305837 | -168912 | -209519 | -759595 | -256635 |
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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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