Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361202.4717 | 340247.9833 | 20954.4884 | 41540.1819 | 44371.4447 | -2831.2628 |
Total P&L (%) | 361.2025 | 340.248 | 20.9545 | 41.5402 | 44.3714 | -2.8313 |
Avg Daily Profit (%) | 0.1637 | 0.1542 | 0.0095 | 0.0157 | 0.0166 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119153 | -117463 | -88751 | -115964 | -134496 | -90204 |
Profit Factor | 1.4903 | 1.8984 | 1.0585 | 1.0607 | 1.1135 | 0.9904 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 48.6239 | 45.4545 | 51.8519 | 48.6239 | 45.4545 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.5746 | 2.2781 | 0.9829 | 1.1207 | 1.3362 | 0.9196 |
Largest Winning Trade | 175404 | 175404 | 59561 | 81112 | 81112 | 46389 |
Largest Losing Trade | -51228 | -51228 | -37850 | -63086 | -63086 | -39272 |
Avg Bars in Trades | 119 | 100 | 138 | 119 | 100 | 138 |
Avg Bars in Winners | 149 | 128 | 168 | 149 | 128 | 168 |
Avg Bars in Losers | 90 | 76 | 107 | 90 | 76 | 107 |
Bars Traded | 13023 | 5529 | 7494 | 13023 | 5529 | 7494 |
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 | 339215 | -170989 | -524029 | -327900 | -449919 | -760593 |
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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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