Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291275.1131 | 207985.7018 | 83289.4113 | 86630.1621 | 176455.2602 | -89825.0981 |
Total P&L (%) | 291.2751 | 207.9857 | 83.2894 | 86.6302 | 176.4553 | -89.8251 |
Avg Daily Profit (%) | 0.2141 | 0.1529 | 0.0612 | 0.0459 | 0.0748 | -0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139721 | -97537 | -72290 | -1023910 | -618088 | -555736 |
Profit Factor | 1.5357 | 1.7866 | 1.2982 | 1.0327 | 1.1344 | 0.9329 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 47.1698 | 43.3962 | 50.9434 | 47.1698 | 43.3962 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.72 | 2.3304 | 1.2501 | 1.1566 | 1.4797 | 0.8984 |
Largest Winning Trade | 199073 | 199073 | 57071 | 374249 | 374249 | 241028 |
Largest Losing Trade | -34814 | -28042 | -34814 | -334971 | -206795 | -334971 |
Avg Bars in Trades | 35 | 24 | 46 | 35 | 24 | 46 |
Avg Bars in Winners | 55 | 32 | 75 | 55 | 32 | 75 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 3803 | 1314 | 2489 | 3803 | 1314 | 2489 |
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 | 344113 | -171738 | -291030 | -317043 | -348121 | -760711 |
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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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