Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310155.4109 | 199527.2504 | 110628.1605 | 588196.7748 | 671118.825 | -82922.0503 |
Total P&L (%) | 310.1554 | 199.5273 | 110.6282 | 588.1968 | 671.1188 | -82.9221 |
Avg Daily Profit (%) | 0.2977 | 0.1915 | 0.1062 | 0.1853 | 0.1963 | -0.1695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102145 | -46922 | -67856 | -1427006 | -432019 | -994987 |
Profit Factor | 1.7964 | 2.0743 | 1.543 | 1.22 | 1.567 | 0.9443 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 43.8596 | 40.3509 | 47.3684 | 43.8596 | 40.3509 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.2994 | 3.0664 | 1.7144 | 1.5616 | 2.3164 | 1.0493 |
Largest Winning Trade | 91508 | 91508 | 52221 | 401980 | 401980 | 296237 |
Largest Losing Trade | -20334 | -20334 | -19599 | -309288 | -248424 | -309288 |
Avg Bars in Trades | 216 | 196 | 235 | 216 | 196 | 235 |
Avg Bars in Winners | 317 | 261 | 365 | 317 | 261 | 365 |
Avg Bars in Losers | 136 | 152 | 118 | 136 | 152 | 118 |
Bars Traded | 24651 | 11211 | 13440 | 24651 | 11211 | 13440 |
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 | 352033 | -172315 | -229601 | 235213 | -172975 | -760190 |
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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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