Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396561.704 | 361568.8773 | 34992.8267 | 106680.9963 | 131414.627 | -24733.6307 |
Total P&L (%) | 396.5617 | 361.5689 | 34.9928 | 106.681 | 131.4146 | -24.7336 |
Avg Daily Profit (%) | 0.224 | 0.2042 | 0.0198 | 0.041 | 0.0474 | -0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123027 | -68605 | -100856 | -94128 | -38122 | -84195 |
Profit Factor | 1.5885 | 2.37 | 1.0854 | 1.2197 | 1.721 | 0.9185 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 43.5185 | 38.8889 | 48.1481 | 43.5185 | 38.8889 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.0617 | 3.7243 | 1.1689 | 1.583 | 2.7045 | 0.9891 |
Largest Winning Trade | 139864 | 139864 | 80553 | 65262 | 41904 | 65262 |
Largest Losing Trade | -56806 | -33425 | -56806 | -64244 | -22440 | -64244 |
Avg Bars in Trades | 64 | 52 | 75 | 64 | 52 | 75 |
Avg Bars in Winners | 90 | 70 | 106 | 90 | 70 | 106 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 6929 | 2835 | 4093 | 6929 | 2835 | 4093 |
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 | 307825 | -172204 | -476523 | -139650 | -310719 | -761553 |
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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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