Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411762.4674 | 333319.2219 | 78443.2454 | 82577.9891 | 674700.0402 | -592122.0511 |
Total P&L (%) | 411.7625 | 333.3192 | 78.4432 | 82.578 | 674.7 | -592.1221 |
Avg Daily Profit (%) | 0.2165 | 0.1752 | 0.0412 | 0.0317 | 0.1077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177551 | -132739 | -189600 | -1418847 | -709865 | -881514 |
Profit Factor | 1.5172 | 1.796 | 1.2079 | 1.0329 | 1.5135 | 0.5062 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 45.7143 | 47.1698 | 44.2308 | 45.7143 | 47.1698 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.8017 | 2.0115 | 1.523 | 1.2265 | 1.6951 | 0.6383 |
Largest Winning Trade | 120003 | 120003 | 60197 | 805253 | 805253 | 80220 |
Largest Losing Trade | -45087 | -45087 | -38145 | -580103 | -580103 | -189673 |
Avg Bars in Trades | 52 | 39 | 66 | 52 | 39 | 66 |
Avg Bars in Winners | 76 | 51 | 104 | 76 | 51 | 104 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 5548 | 2106 | 3442 | 5548 | 2106 | 3442 |
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 | 320285 | -170340 | -319493 | -336375 | -227474 | -763076 |
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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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