Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549042.9407 | 443145.5767 | 105897.364 | 450322.8088 | 334106.2498 | 116216.559 |
Total P&L (%) | 549.0429 | 443.1456 | 105.8974 | 450.3228 | 334.1063 | 116.2166 |
Avg Daily Profit (%) | 0.343 | 0.2769 | 0.0662 | 0.1066 | 0.0918 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119489 | -84602 | -122728 | -631418 | -574968 | -552067 |
Profit Factor | 1.7421 | 2.1198 | 1.3078 | 1.1385 | 1.1889 | 1.0784 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 39.2523 | 33.3333 | 45.283 | 39.2523 | 33.3333 | 45.283 |
Ratio Avg Win / Avg Loss | 2.6961 | 4.2395 | 1.5802 | 1.762 | 2.3778 | 1.303 |
Largest Winning Trade | 226986 | 226986 | 48471 | 323889 | 323889 | 227394 |
Largest Losing Trade | -54303 | -45226 | -54303 | -202047 | -202047 | -172709 |
Avg Bars in Trades | 86 | 75 | 97 | 86 | 75 | 97 |
Avg Bars in Winners | 134 | 120 | 144 | 134 | 120 | 144 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 9251 | 4090 | 5161 | 9251 | 4090 | 5161 |
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 | 312029 | -174505 | -285242 | -121642 | -268879 | -444770 |
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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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