Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261183.9651 | 160232.6469 | 100951.3182 | 50557.1593 | 444793.5244 | -394236.3651 |
Total P&L (%) | 261.184 | 160.2326 | 100.9513 | 50.5572 | 444.7935 | -394.2364 |
Avg Daily Profit (%) | 0.1541 | 0.0946 | 0.0596 | 0.0242 | 0.1001 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138588 | -68239 | -136595 | -1165155 | -331024 | -1275751 |
Profit Factor | 1.4176 | 1.5803 | 1.289 | 1.0157 | 1.3977 | 0.8116 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 50.8621 | 51.7241 | 50 | 50.8621 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 1.3696 | 1.475 | 1.289 | 0.9813 | 1.3045 | 0.8116 |
Largest Winning Trade | 75992 | 75992 | 46850 | 287185 | 287185 | 280105 |
Largest Losing Trade | -62254 | -28856 | -62254 | -549243 | -148417 | -549243 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 37 | 28 | 45 | 37 | 28 | 45 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 3308 | 1319 | 1989 | 3308 | 1319 | 1989 |
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 | 314252 | -244483 | -293410 | -366080 | -238221 | -760833 |
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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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