Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504900.559 | 387777.5398 | 117123.0193 | 679537.3117 | 417736.9208 | 261800.391 |
Total P&L (%) | 504.9006 | 387.7775 | 117.123 | 679.5373 | 417.7369 | 261.8004 |
Avg Daily Profit (%) | 0.2017 | 0.1549 | 0.0468 | 0.0821 | 0.0657 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99719 | -119836 | -58946 | -497163 | -486956 | -258590 |
Profit Factor | 1.8099 | 2.287 | 1.3636 | 1.2851 | 1.3261 | 1.2374 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 48.1818 | 45.4545 | 50.9091 | 48.1818 | 45.4545 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.9464 | 2.7444 | 1.3149 | 1.3821 | 1.5913 | 1.1932 |
Largest Winning Trade | 197543 | 197543 | 41236 | 470284 | 470284 | 223596 |
Largest Losing Trade | -31286 | -26825 | -31286 | -186881 | -186881 | -127162 |
Avg Bars in Trades | 88 | 109 | 67 | 88 | 109 | 67 |
Avg Bars in Winners | 116 | 145 | 90 | 116 | 145 | 90 |
Avg Bars in Losers | 62 | 79 | 42 | 62 | 79 | 42 |
Bars Traded | 9719 | 6026 | 3692 | 9719 | 6026 | 3692 |
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 | 398543 | -170233 | -309892 | -83398 | -285672 | -304538 |
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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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