Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324178.1939 | 221554.0425 | 102624.1514 | 103716.3836 | 14732.065 | 88984.3186 |
Total P&L (%) | 324.1782 | 221.554 | 102.6242 | 103.7164 | 14.7321 | 88.9843 |
Avg Daily Profit (%) | 0.2396 | 0.1637 | 0.0758 | 0.0526 | 0.0102 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126445 | -80100 | -92571 | -206354 | -143014 | -142078 |
Profit Factor | 1.5563 | 1.6913 | 1.3913 | 1.1128 | 1.0297 | 1.2099 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 45.7627 | 35.5932 | 55.9322 | 45.7627 | 35.5932 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.8445 | 3.0604 | 1.0962 | 1.3189 | 1.8633 | 0.9532 |
Largest Winning Trade | 235019 | 235019 | 45460 | 106758 | 106758 | 81312 |
Largest Losing Trade | -26492 | -26492 | -22145 | -75082 | -57544 | -75082 |
Avg Bars in Trades | 133 | 107 | 159 | 133 | 107 | 159 |
Avg Bars in Winners | 198 | 171 | 215 | 198 | 171 | 215 |
Avg Bars in Losers | 78 | 72 | 87 | 78 | 72 | 87 |
Bars Traded | 15738 | 6350 | 9388 | 15738 | 6350 | 9388 |
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 | 337888 | -172045 | -266962 | -220435 | -567080 | -308123 |
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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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