Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296025.1322 | 92777.2662 | 203247.866 | 187147.1255 | 88712.9038 | 98434.2218 |
Total P&L (%) | 296.0251 | 92.7773 | 203.2479 | 187.1471 | 88.7129 | 98.4342 |
Avg Daily Profit (%) | 0.1994 | 0.0625 | 0.1369 | 0.0711 | 0.0428 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127923 | -65313 | -101257 | -687439 | -396385 | -413667 |
Profit Factor | 1.5049 | 1.2888 | 1.7668 | 1.0865 | 1.0788 | 1.0948 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 47.2222 | 40.7407 | 53.7037 | 47.2222 | 40.7407 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.6819 | 1.8746 | 1.5231 | 1.2143 | 1.5692 | 0.9438 |
Largest Winning Trade | 90771 | 90771 | 70247 | 406145 | 406145 | 188252 |
Largest Losing Trade | -37588 | -29739 | -37588 | -170749 | -118948 | -170749 |
Avg Bars in Trades | 26 | 20 | 33 | 26 | 20 | 33 |
Avg Bars in Winners | 35 | 21 | 45 | 35 | 21 | 45 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 2882 | 1083 | 1799 | 2882 | 1083 | 1799 |
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 | 343720 | -291728 | -186480 | -223933 | -451840 | -428729 |
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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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