Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429176.0457 | 348158.9582 | 81017.0875 | 39459.281 | 21040.753 | 18418.5279 |
Total P&L (%) | 429.176 | 348.159 | 81.0171 | 39.4593 | 21.0408 | 18.4185 |
Avg Daily Profit (%) | 0.2256 | 0.183 | 0.0426 | 0.0175 | 0.01 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144096 | -101753 | -142986 | -100994 | -81933 | -125444 |
Profit Factor | 1.5198 | 1.8414 | 1.1967 | 1.0683 | 1.0666 | 1.0703 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Losing Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Profitability (%) | 53.4483 | 60.3448 | 46.5517 | 53.4483 | 60.3448 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.3237 | 1.2101 | 1.374 | 0.9304 | 0.7009 | 1.2289 |
Largest Winning Trade | 164171 | 164171 | 54057 | 57602 | 54385 | 57602 |
Largest Losing Trade | -52349 | -45150 | -52349 | -79997 | -79997 | -31757 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 39 | 29 | 51 | 39 | 29 | 51 |
Avg Bars in Losers | 22 | 25 | 20 | 22 | 25 | 20 |
Bars Traded | 3643 | 1613 | 2030 | 3643 | 1613 | 2030 |
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 | 360776 | -168577 | -321616 | -318087 | -513008 | -513444 |
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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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