Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327944.3397 | 323752.4917 | 4191.848 | -58951.3477 | 300887.6443 | -359838.9921 |
Total P&L (%) | 327.9443 | 323.7525 | 4.1918 | -58.9513 | 300.8876 | -359.839 |
Avg Daily Profit (%) | 0.2045 | 0.2019 | 0.0026 | -0.0555 | 0.0866 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137630 | -103366 | -87431 | -415297 | -130398 | -415446 |
Profit Factor | 1.4319 | 1.8609 | 1.0109 | 0.946 | 1.7539 | 0.4801 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 54.7826 | 44.8276 | 64.9123 | 54.7826 | 44.8276 | 64.9123 |
Ratio Avg Win / Avg Loss | 1.1819 | 2.2903 | 0.5465 | 0.7808 | 2.1586 | 0.2595 |
Largest Winning Trade | 245832 | 245832 | 54987 | 230544 | 230544 | 58502 |
Largest Losing Trade | -76322 | -42840 | -76322 | -282094 | -53822 | -282094 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 32 | 23 | 39 | 32 | 23 | 39 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3024 | 1182 | 1842 | 3024 | 1182 | 1842 |
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 | 351096 | -170619 | -743384 | -579574 | -255763 | -758900 |
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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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