Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360048.1286 | 239330.213 | 120717.9156 | 58042.4542 | -985920.4417 | 1043962.8959 |
Total P&L (%) | 360.0481 | 239.3302 | 120.7179 | 58.0425 | -985.9204 | 1043.9629 |
Avg Daily Profit (%) | 0.1982 | 0.1317 | 0.0664 | 0.0252 | 0 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140978 | -175574 | -77092 | -1559486 | -1836960 | -436945 |
Profit Factor | 1.615 | 1.6671 | 1.5325 | 1.0168 | 0.6159 | 2.1633 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 44.6602 | 36.5385 | 52.9412 | 44.6602 | 36.5385 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0012 | 2.8955 | 1.3622 | 1.2599 | 1.0696 | 1.9229 |
Largest Winning Trade | 275435 | 275435 | 63369 | 509555 | 509555 | 378419 |
Largest Losing Trade | -49512 | -35218 | -49512 | -484354 | -484354 | -296430 |
Avg Bars in Trades | 49 | 56 | 43 | 49 | 56 | 43 |
Avg Bars in Winners | 66 | 75 | 60 | 66 | 75 | 60 |
Avg Bars in Losers | 36 | 45 | 24 | 36 | 45 | 24 |
Bars Traded | 5139 | 2919 | 2220 | 5139 | 2919 | 2220 |
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 | 318961 | -199316 | -282391 | -363910 | -764401 | -188992 |
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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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