Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279736.3142 | 85474.3895 | 194261.9247 | 47518.2852 | -166503.1411 | 214021.4263 |
Total P&L (%) | 279.7363 | 85.4744 | 194.2619 | 47.5183 | -166.5031 | 214.0214 |
Avg Daily Profit (%) | 0.1691 | 0.0517 | 0.1174 | 0.0235 | 0 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109291 | -97333 | -72643 | -511845 | -388442 | -312655 |
Profit Factor | 1.3958 | 1.2385 | 1.5575 | 1.0252 | 0.8218 | 1.2258 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 57.8947 | 56.1404 | 59.6491 | 57.8947 | 56.1404 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.0151 | 0.9676 | 1.0536 | 0.7456 | 0.6421 | 0.8292 |
Largest Winning Trade | 63032 | 56828 | 63032 | 182232 | 77656 | 182232 |
Largest Losing Trade | -55867 | -47639 | -55867 | -166547 | -166547 | -163977 |
Avg Bars in Trades | 56 | 30 | 81 | 56 | 30 | 81 |
Avg Bars in Winners | 51 | 19 | 81 | 51 | 19 | 81 |
Avg Bars in Losers | 62 | 44 | 82 | 62 | 44 | 82 |
Bars Traded | 6411 | 1755 | 4656 | 6411 | 1755 | 4656 |
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 | 336678 | -305141 | -213401 | -356122 | -760037 | -281398 |
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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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