Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403253.6761 | 309182.6826 | 94070.9935 | 568323.2866 | 671896.7259 | -103573.4393 |
Total P&L (%) | 403.2537 | 309.1827 | 94.071 | 568.3233 | 671.8967 | -103.5734 |
Avg Daily Profit (%) | 0.253 | 0.1939 | 0.059 | 0.1192 | 0.1283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63591 | -67878 | -113119 | -627345 | -574911 | -1081475 |
Profit Factor | 1.7916 | 2.329 | 1.3399 | 1.1731 | 1.4769 | 0.9447 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 58.7156 | 58.1818 | 59.2593 | 58.7156 | 58.1818 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.2597 | 1.674 | 0.9212 | 0.8248 | 1.0615 | 0.6495 |
Largest Winning Trade | 136205 | 136205 | 63530 | 423897 | 423897 | 304247 |
Largest Losing Trade | -48481 | -29181 | -48481 | -468144 | -210613 | -468144 |
Avg Bars in Trades | 83 | 56 | 110 | 83 | 56 | 110 |
Avg Bars in Winners | 73 | 40 | 107 | 73 | 40 | 107 |
Avg Bars in Losers | 97 | 78 | 116 | 97 | 78 | 116 |
Bars Traded | 9094 | 3102 | 5992 | 9094 | 3102 | 5992 |
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 | 424089 | -166990 | -294321 | -63769 | -199181 | -759633 |
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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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