Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449692.8317 | 363449.9475 | 86242.8841 | 114562.6691 | 111420.5072 | 3142.1619 |
Total P&L (%) | 449.6928 | 363.4499 | 86.2429 | 114.5627 | 111.4205 | 3.1422 |
Avg Daily Profit (%) | 0.1951 | 0.1577 | 0.0374 | 0.0331 | 0.0325 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193679 | -91464 | -190499 | -125561 | -61170 | -158590 |
Profit Factor | 1.568 | 1.9474 | 1.2113 | 1.2088 | 1.4212 | 1.0111 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 45.2174 | 44.8276 | 45.614 | 45.2174 | 44.8276 | 45.614 |
Ratio Avg Win / Avg Loss | 1.8997 | 2.3968 | 1.4443 | 1.4645 | 1.7491 | 1.2055 |
Largest Winning Trade | 179918 | 179918 | 60949 | 82442 | 82442 | 45243 |
Largest Losing Trade | -50799 | -43408 | -50799 | -39599 | -27628 | -39599 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 113 | 99 | 127 | 113 | 99 | 127 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 9020 | 4036 | 4984 | 9020 | 4036 | 4984 |
Profit Streak | 0 | 0 | 57.2141 | 0 | 0 | 57.2141 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318876 | -171108 | -324146 | -150656 | -329613 | -745933 |
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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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