Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209215.2212 | 59780.7584 | 149434.4628 | 106006.3762 | -443919.8193 | 549926.1955 |
Total P&L (%) | 209.2152 | 59.7808 | 149.4345 | 106.0064 | -443.9198 | 549.9262 |
Avg Daily Profit (%) | 0.2035 | 0.0581 | 0.1453 | 0.0703 | 0 | 0.1822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141042 | -98278 | -59238 | -1005840 | -614836 | -448706 |
Profit Factor | 1.3933 | 1.1982 | 1.6489 | 1.0401 | 0.696 | 1.4639 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 51.8868 | 47.1698 | 56.6038 | 51.8868 | 47.1698 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.292 | 1.342 | 1.2641 | 0.9644 | 0.7795 | 1.1223 |
Largest Winning Trade | 65427 | 65427 | 37878 | 286937 | 129025 | 286937 |
Largest Losing Trade | -42007 | -25171 | -42007 | -313801 | -189968 | -313801 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Losers | 30 | 34 | 26 | 30 | 34 | 26 |
Bars Traded | 3977 | 2083 | 1894 | 3977 | 2083 | 1894 |
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 | 317927 | -299646 | -176222 | -276648 | -761933 | -170228 |
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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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