Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399685.3702 | 345846.604 | 53838.7662 | 47222.9111 | 157714.3236 | -110491.4125 |
Total P&L (%) | 399.6854 | 345.8466 | 53.8388 | 47.2229 | 157.7143 | -110.4914 |
Avg Daily Profit (%) | 0.1842 | 0.1594 | 0.0248 | 0.0178 | 0.0436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102636 | -87871 | -82417 | -338615 | -302757 | -242273 |
Profit Factor | 1.7099 | 2.2999 | 1.1813 | 1.0287 | 1.2167 | 0.8798 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.0233 | 41.8605 | 44.186 | 43.0233 | 41.8605 | 44.186 |
Ratio Avg Win / Avg Loss | 2.2644 | 3.1943 | 1.4922 | 1.3623 | 1.6899 | 1.1113 |
Largest Winning Trade | 323938 | 323938 | 58829 | 255071 | 255071 | 135790 |
Largest Losing Trade | -43138 | -29064 | -43138 | -131830 | -118559 | -131830 |
Avg Bars in Trades | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Winners | 104 | 108 | 100 | 104 | 108 | 100 |
Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
Bars Traded | 6020 | 2949 | 3071 | 6020 | 2949 | 3071 |
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 | 296733 | 307371 | -184123 | -362090 | -137062 | -581321 |
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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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