Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193794.1561 | 153690.0125 | 40104.1436 | 72539.6575 | 65595.1521 | 6944.5055 |
Total P&L (%) | 193.7942 | 153.69 | 40.1041 | 72.5397 | 65.5952 | 6.9445 |
Avg Daily Profit (%) | 0.1861 | 0.1475 | 0.0385 | 0.0524 | 0.0484 | 0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86269 | -63944 | -50200 | -215526 | -165072 | -116743 |
Profit Factor | 1.4549 | 1.7136 | 1.1904 | 1.0734 | 1.1299 | 1.0144 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 46.789 | 45.4545 | 48.1481 | 46.789 | 45.4545 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.6546 | 2.0563 | 1.282 | 1.2207 | 1.3559 | 1.0924 |
Largest Winning Trade | 144321 | 144321 | 41961 | 176438 | 176438 | 74891 |
Largest Losing Trade | -28554 | -14917 | -28554 | -58656 | -42322 | -58656 |
Avg Bars in Trades | 226 | 196 | 256 | 226 | 196 | 256 |
Avg Bars in Winners | 307 | 264 | 347 | 307 | 264 | 347 |
Avg Bars in Losers | 155 | 139 | 172 | 155 | 139 | 172 |
Bars Traded | 24665 | 10805 | 13860 | 24665 | 10805 | 13860 |
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 | 312649 | -174649 | -335515 | -263694 | -387963 | -735481 |
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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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