Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343870.2847 | 335265.7604 | 8604.5243 | -47244.5947 | -138144.313 | 90899.7183 |
Total P&L (%) | 343.8703 | 335.2658 | 8.6045 | -47.2446 | -138.1443 | 90.8997 |
Avg Daily Profit (%) | 0.1822 | 0.1776 | 0.0046 | -0.0339 | 0 | 0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280159 | -200807 | -100208 | -1813559 | -1369267 | -505796 |
Profit Factor | 1.4538 | 1.6291 | 1.0383 | 0.9875 | 0.9508 | 1.0933 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 46.8468 | 45.4545 | 48.2143 | 46.8468 | 45.4545 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.6495 | 1.955 | 1.1152 | 1.1204 | 1.141 | 1.1743 |
Largest Winning Trade | 250552 | 250552 | 27737 | 935175 | 935175 | 362929 |
Largest Losing Trade | -56992 | -56992 | -26061 | -1059038 | -1059038 | -218072 |
Avg Bars in Trades | 99 | 181 | 19 | 99 | 181 | 19 |
Avg Bars in Winners | 99 | 181 | 23 | 99 | 181 | 23 |
Avg Bars in Losers | 99 | 180 | 16 | 99 | 180 | 16 |
Bars Traded | 11063 | 9956 | 1107 | 11063 | 9956 | 1107 |
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 | 312202 | -171308 | -711425 | -580042 | -760934 | -445469 |
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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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