Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254086.9044 | 188676.1693 | 65410.735 | 46259.2507 | 378169.8004 | -331910.5498 |
Total P&L (%) | 254.0869 | 188.6762 | 65.4107 | 46.2593 | 378.1698 | -331.9106 |
Avg Daily Profit (%) | 0.1504 | 0.1117 | 0.0387 | 0.0225 | 0.0927 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233305 | -98128 | -170498 | -2498500 | -1545462 | -1432512 |
Profit Factor | 1.4192 | 1.6844 | 1.1979 | 1.0074 | 1.1304 | 0.9017 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 47.2727 | 49.0909 | 45.4545 | 47.2727 | 49.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.5829 | 1.7468 | 1.4375 | 1.1236 | 1.1723 | 1.082 |
Largest Winning Trade | 126464 | 126464 | 60220 | 1009640 | 1009640 | 486893 |
Largest Losing Trade | -40209 | -28481 | -40209 | -421740 | -421740 | -382688 |
Avg Bars in Trades | 90 | 72 | 108 | 90 | 72 | 108 |
Avg Bars in Winners | 128 | 94 | 166 | 128 | 94 | 166 |
Avg Bars in Losers | 55 | 50 | 60 | 55 | 50 | 60 |
Bars Traded | 9916 | 3961 | 5955 | 9916 | 3961 | 5955 |
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 | 300683 | -221107 | -326110 | -377647 | -326689 | -760934 |
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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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