Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439026.9338 | 322352.146 | 116674.7877 | 20534.253 | -35563.9155 | 56098.1685 |
Total P&L (%) | 439.0269 | 322.3521 | 116.6748 | 20.5343 | -35.5639 | 56.0982 |
Avg Daily Profit (%) | 0.2308 | 0.1694 | 0.0613 | 0.0098 | -0.0231 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149295 | -140440 | -78718 | -254700 | -255133 | -135441 |
Profit Factor | 1.5969 | 1.6693 | 1.4596 | 1.0236 | 0.9381 | 1.1898 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 45.4545 | 41.8182 | 49.0909 | 45.4545 | 41.8182 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.9163 | 2.3225 | 1.5136 | 1.2283 | 1.3052 | 1.2339 |
Largest Winning Trade | 264048 | 264048 | 58698 | 158772 | 158772 | 71247 |
Largest Losing Trade | -54669 | -54669 | -40958 | -96799 | -96799 | -64471 |
Avg Bars in Trades | 66 | 92 | 40 | 66 | 92 | 40 |
Avg Bars in Winners | 76 | 91 | 62 | 76 | 91 | 62 |
Avg Bars in Losers | 58 | 93 | 20 | 58 | 93 | 20 |
Bars Traded | 7337 | 5090 | 2247 | 7337 | 5090 | 2247 |
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 | 339047 | -172715 | -289275 | -382292 | -762348 | -354670 |
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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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