Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383354.82 | 330565.5192 | 52789.3009 | -704.7052 | 52828.5338 | -53533.239 |
Total P&L (%) | 383.3548 | 330.5655 | 52.7893 | -0.7047 | 52.8285 | -53.5332 |
Avg Daily Profit (%) | 0.1667 | 0.1438 | 0.023 | -0.0003 | 0.0184 | -0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151333 | -138010 | -188597 | -101949 | -40302 | -125492 |
Profit Factor | 1.4642 | 1.7682 | 1.1335 | 0.9984 | 1.2565 | 0.7653 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 47.1154 | 44.2308 | 50 | 47.1154 | 44.2308 | 50 |
Ratio Avg Win / Avg Loss | 1.6435 | 2.2294 | 1.1335 | 1.1206 | 1.5843 | 0.7653 |
Largest Winning Trade | 219783 | 219783 | 59299 | 39933 | 39933 | 30316 |
Largest Losing Trade | -48761 | -48761 | -47899 | -48761 | -48761 | -47919 |
Avg Bars in Trades | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Winners | 113 | 97 | 127 | 113 | 97 | 127 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 8988 | 4047 | 4940 | 8988 | 4047 | 4940 |
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 | 312836 | -180057 | -417123 | -579956 | -350722 | -760833 |
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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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