Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243590.6626 | 264153.7801 | -20563.1175 | -66657.6285 | 268038.6591 | -334696.2876 |
Total P&L (%) | 243.5907 | 264.1538 | -20.5631 | -66.6576 | 268.0387 | -334.6963 |
Avg Daily Profit (%) | 0.1516 | 0.1644 | -0.0128 | -0.0683 | 0.0811 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156398 | -112429 | -113160 | -316755 | -135162 | -351609 |
Profit Factor | 1.328 | 1.7214 | 0.9454 | 0.9428 | 1.5749 | 0.5218 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 53.211 | 49.0909 | 57.4074 | 53.211 | 49.0909 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.1677 | 1.7852 | 0.7014 | 0.829 | 1.6332 | 0.3871 |
Largest Winning Trade | 222477 | 222477 | 55885 | 188519 | 188519 | 50505 |
Largest Losing Trade | -58863 | -42840 | -58863 | -138816 | -52299 | -138816 |
Avg Bars in Trades | 27 | 21 | 34 | 27 | 21 | 34 |
Avg Bars in Winners | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 3024 | 1170 | 1854 | 3024 | 1170 | 1854 |
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 | 304066 | -169551 | -759873 | -579794 | -261873 | -759873 |
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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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