Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243522.531 | 173018.5792 | 70503.9518 | 66466.8524 | 14925.205 | 51541.6474 |
Total P&L (%) | 243.5225 | 173.0186 | 70.504 | 66.4669 | 14.9252 | 51.5416 |
Avg Daily Profit (%) | 0.1711 | 0.1216 | 0.0495 | 0.0358 | 0.0098 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110551 | -97682 | -87460 | -116039 | -64774 | -80111 |
Profit Factor | 1.392 | 1.4052 | 1.363 | 1.1259 | 1.0389 | 1.3577 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 55.6522 | 48.2759 | 63.1579 | 55.6522 | 48.2759 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.1092 | 1.5056 | 0.7951 | 0.8972 | 1.1131 | 0.792 |
Largest Winning Trade | 84530 | 84530 | 22749 | 62571 | 62571 | 20835 |
Largest Losing Trade | -37684 | -37684 | -35323 | -45462 | -45462 | -41001 |
Avg Bars in Trades | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Winners | 33 | 38 | 30 | 33 | 38 | 30 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 4111 | 2325 | 1786 | 4111 | 2325 | 1786 |
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 | 326091 | -209615 | -306307 | -227964 | -550809 | -334669 |
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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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