Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442287.737 | 356883.2656 | 85404.4713 | 377516.6414 | 146057.1042 | 231459.5372 |
Total P&L (%) | 442.2877 | 356.8833 | 85.4045 | 377.5166 | 146.0571 | 231.4595 |
Avg Daily Profit (%) | 0.2494 | 0.2012 | 0.0482 | 0.0882 | 0.0508 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88655 | -96487 | -107764 | -408528 | -204671 | -203856 |
Profit Factor | 1.6395 | 1.9988 | 1.2555 | 1.242 | 1.1746 | 1.3199 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 43.5185 | 44.4444 | 42.5926 | 43.5185 | 44.4444 | 42.5926 |
Ratio Avg Win / Avg Loss | 2.1278 | 2.4985 | 1.6921 | 1.612 | 1.4683 | 1.7789 |
Largest Winning Trade | 146600 | 146600 | 64056 | 173746 | 132548 | 173746 |
Largest Losing Trade | -36721 | -31145 | -36721 | -122615 | -122615 | -112383 |
Avg Bars in Trades | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 5192 | 2621 | 2571 | 5192 | 2621 | 2571 |
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 | 320904 | -170786 | -310618 | -76619 | -335744 | -284312 |
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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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