Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196640.6627 | 35318.743 | 161321.9196 | 2374.2521 | -99659.5856 | 102033.8378 |
Total P&L (%) | 196.6407 | 35.3187 | 161.3219 | 2.3743 | -99.6596 | 102.0338 |
Avg Daily Profit (%) | 0.1511 | 0.0271 | 0.124 | 0.0018 | -0.4357 | 0.0541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173648 | -95095 | -129022 | -225844 | -164501 | -152808 |
Profit Factor | 1.3321 | 1.1126 | 1.5794 | 1.0033 | 0.736 | 1.3038 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 47 | 30 | 17 | 47 | 30 | 17 |
Profitability (%) | 56.8807 | 45.4545 | 68.5185 | 56.8807 | 45.4545 | 68.5185 |
Ratio Avg Win / Avg Loss | 1.0098 | 1.3351 | 0.7257 | 0.7606 | 0.8832 | 0.599 |
Largest Winning Trade | 79092 | 79092 | 70389 | 73070 | 43318 | 73070 |
Largest Losing Trade | -63368 | -35818 | -63368 | -58684 | -58684 | -53246 |
Avg Bars in Trades | 68 | 54 | 83 | 68 | 54 | 83 |
Avg Bars in Winners | 74 | 52 | 89 | 74 | 52 | 89 |
Avg Bars in Losers | 60 | 55 | 70 | 60 | 55 | 70 |
Bars Traded | 7496 | 2977 | 4519 | 7496 | 2977 | 4519 |
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 | 311925 | -437777 | -205068 | -573531 | -762601 | -299954 |
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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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