Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394154.7858 | 220675.6634 | 173479.1225 | 772863.255 | 218459.4942 | 554403.7608 |
Total P&L (%) | 394.1548 | 220.6757 | 173.4791 | 772.8633 | 218.4595 | 554.4038 |
Avg Daily Profit (%) | 0.2091 | 0.1171 | 0.092 | 0.115 | 0.0615 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117863 | -64404 | -75108 | -2091578 | -1229107 | -1076347 |
Profit Factor | 1.8134 | 1.9428 | 1.6925 | 1.1834 | 1.0957 | 1.2869 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 54.2857 | 50 | 58.4906 | 54.2857 | 50 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.5271 | 1.9428 | 1.2011 | 0.9965 | 1.0957 | 0.9132 |
Largest Winning Trade | 140798 | 140798 | 49021 | 868650 | 868650 | 597096 |
Largest Losing Trade | -36131 | -21778 | -36131 | -436791 | -298904 | -436791 |
Avg Bars in Trades | 33 | 38 | 27 | 33 | 38 | 27 |
Avg Bars in Winners | 36 | 43 | 30 | 36 | 43 | 30 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 3490 | 2012 | 1478 | 3490 | 2012 | 1478 |
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 | 431059 | -213079 | -246679 | -58710 | -406138 | -239785 |
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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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