Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353905.9358 | 320945.0326 | 32960.9031 | -35275.9067 | -42313.5795 | 7037.6728 |
Total P&L (%) | 353.9059 | 320.945 | 32.9609 | -35.2759 | -42.3136 | 7.0377 |
Avg Daily Profit (%) | 0.1999 | 0.1813 | 0.0186 | -0.0246 | -0.0311 | 0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156669 | -128890 | -93882 | -451546 | -323371 | -245653 |
Profit Factor | 1.5315 | 1.756 | 1.1366 | 0.9761 | 0.9559 | 1.0136 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 47.7477 | 47.2727 | 48.2143 | 47.7477 | 47.2727 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.6759 | 1.9586 | 1.2207 | 1.0682 | 1.0662 | 1.0887 |
Largest Winning Trade | 378091 | 378091 | 49044 | 234273 | 234273 | 77346 |
Largest Losing Trade | -32797 | -32710 | -32797 | -87296 | -87296 | -50936 |
Avg Bars in Trades | 80 | 131 | 31 | 80 | 131 | 31 |
Avg Bars in Winners | 101 | 165 | 39 | 101 | 165 | 39 |
Avg Bars in Losers | 61 | 100 | 23 | 61 | 100 | 23 |
Bars Traded | 8964 | 7213 | 1751 | 8964 | 7213 | 1751 |
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 | 347356 | -170325 | -421900 | -579692 | -760227 | -739793 |
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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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