Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303748.9391 | 314478.1525 | -10729.2134 | -57890.0387 | 146614.9173 | -204504.956 |
Total P&L (%) | 303.7489 | 314.4782 | -10.7292 | -57.89 | 146.6149 | -204.505 |
Avg Daily Profit (%) | 0.1714 | 0.1774 | -0.0061 | -0.0488 | 0.0509 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194752 | -140258 | -95653 | -484644 | -246412 | -285449 |
Profit Factor | 1.3673 | 1.7569 | 0.9739 | 0.946 | 1.3108 | 0.6591 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 55.2083 | 52.0833 | 58.3333 | 55.2083 | 52.0833 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1093 | 1.6163 | 0.6957 | 0.7675 | 1.2059 | 0.4708 |
Largest Winning Trade | 178112 | 178112 | 63882 | 172253 | 172253 | 65828 |
Largest Losing Trade | -71691 | -39179 | -71691 | -166591 | -69262 | -166591 |
Avg Bars in Trades | 53 | 52 | 53 | 53 | 52 | 53 |
Avg Bars in Winners | 60 | 65 | 56 | 60 | 65 | 56 |
Avg Bars in Losers | 44 | 39 | 50 | 44 | 39 | 50 |
Bars Traded | 5123 | 2543 | 2580 | 5123 | 2543 | 2580 |
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 | 316888 | 400239 | -579609 | -579846 | -124385 | -579609 |
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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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