Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392500.7248 | 268946.8138 | 123553.911 | 302824.8791 | 682444.0644 | -379619.1853 |
Total P&L (%) | 392.5007 | 268.9468 | 123.5539 | 302.8249 | 682.4441 | -379.6192 |
Avg Daily Profit (%) | 0.2216 | 0.1519 | 0.0698 | 0.0787 | 0.1162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111305 | -65512 | -86481 | -813536 | -440266 | -840679 |
Profit Factor | 1.6216 | 1.8524 | 1.3911 | 1.0731 | 1.3547 | 0.8289 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 47.7876 | 48.2143 | 47.3684 | 47.7876 | 48.2143 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.7718 | 1.9897 | 1.5457 | 1.1725 | 1.455 | 0.921 |
Largest Winning Trade | 126081 | 126081 | 72703 | 410486 | 410486 | 336837 |
Largest Losing Trade | -45004 | -37741 | -45004 | -340215 | -228388 | -340215 |
Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 22 | 27 | 18 | 22 | 27 | 18 |
Bars Traded | 3261 | 1777 | 1484 | 3261 | 1777 | 1484 |
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 | 381368 | -170024 | -278835 | -228267 | -217746 | -761578 |
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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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