Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395279.9463 | 278409.6452 | 116870.301 | 376877.8746 | 18544.6557 | 358333.219 |
Total P&L (%) | 395.2799 | 278.4096 | 116.8703 | 376.8779 | 18.5447 | 358.3332 |
Avg Daily Profit (%) | 0.2211 | 0.1558 | 0.0654 | 0.0874 | 0.0095 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74028 | -83148 | -67662 | -875860 | -955285 | -279963 |
Profit Factor | 1.7477 | 1.9101 | 1.5246 | 1.1232 | 1.0093 | 1.3348 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 43.1193 | 42.5926 | 43.6364 | 43.1193 | 42.5926 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.3055 | 2.5745 | 1.9693 | 1.4817 | 1.3604 | 1.7241 |
Largest Winning Trade | 173108 | 173108 | 69787 | 415537 | 415537 | 308349 |
Largest Losing Trade | -30428 | -30428 | -22549 | -328564 | -328564 | -142295 |
Avg Bars in Trades | 30 | 41 | 20 | 30 | 41 | 20 |
Avg Bars in Winners | 49 | 67 | 32 | 49 | 67 | 32 |
Avg Bars in Losers | 16 | 22 | 10 | 16 | 22 | 10 |
Bars Traded | 3353 | 2245 | 1108 | 3353 | 2245 | 1108 |
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 | 314242 | -172066 | -285314 | -163621 | -581179 | -260041 |
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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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