Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306410.5584 | 245091.5224 | 61319.036 | 26347.8667 | 87393.3507 | -61045.4839 |
Total P&L (%) | 306.4106 | 245.0915 | 61.319 | 26.3479 | 87.3934 | -61.0455 |
Avg Daily Profit (%) | 0.2988 | 0.239 | 0.0598 | 0.0228 | 0.0613 | -0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213897 | -149375 | -127735 | -262802 | -171604 | -193238 |
Profit Factor | 1.4721 | 1.7276 | 1.1964 | 1.0331 | 1.2248 | 0.85 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 43.6975 | 36.6667 | 50.8475 | 43.6975 | 36.6667 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.8967 | 2.984 | 1.1565 | 1.3311 | 2.1156 | 0.8216 |
Largest Winning Trade | 239628 | 239628 | 43410 | 192933 | 192933 | 59173 |
Largest Losing Trade | -33709 | -23461 | -33709 | -73163 | -51376 | -73163 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 66 | 71 | 63 | 66 | 71 | 63 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 5999 | 3143 | 2856 | 5999 | 3143 | 2856 |
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 | 308765 | -163414 | -294726 | -352063 | -285032 | -757348 |
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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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