Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561949.0702 | 421239.1271 | 140709.9431 | 134049.2948 | 745393.0739 | -611343.7791 |
Total P&L (%) | 561.9491 | 421.2391 | 140.7099 | 134.0493 | 745.3931 | -611.3438 |
Avg Daily Profit (%) | 0.3001 | 0.225 | 0.0751 | 0.0454 | 0.1141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100073 | -84611 | -101365 | -981489 | -94729 | -1079533 |
Profit Factor | 1.8649 | 2.4808 | 1.3852 | 1.0792 | 3.5563 | 0.5633 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 64.4231 | 63.4615 | 65.3846 | 64.4231 | 63.4615 | 65.3846 |
Ratio Avg Win / Avg Loss | 1.0298 | 1.4283 | 0.7333 | 0.596 | 2.0476 | 0.2982 |
Largest Winning Trade | 157746 | 157746 | 51119 | 179588 | 179588 | 158923 |
Largest Losing Trade | -90422 | -56133 | -90422 | -974418 | -90166 | -974418 |
Avg Bars in Trades | 69 | 67 | 70 | 69 | 67 | 70 |
Avg Bars in Winners | 63 | 58 | 69 | 63 | 58 | 69 |
Avg Bars in Losers | 79 | 84 | 73 | 79 | 84 | 73 |
Bars Traded | 7210 | 3522 | 3688 | 7210 | 3522 | 3688 |
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 | 484848 | -166859 | -271736 | -265115 | -211878 | -758839 |
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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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