Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310582.4907 | 242076.9376 | 68505.5531 | 7340.7239 | -1313.3072 | 8654.0311 |
Total P&L (%) | 310.5825 | 242.0769 | 68.5056 | 7.3407 | -1.3133 | 8.654 |
Avg Daily Profit (%) | 0.1605 | 0.1251 | 0.0354 | 0.0037 | -0.0007 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175815 | -137278 | -125864 | -172881 | -150189 | -61880 |
Profit Factor | 1.5301 | 1.6969 | 1.2872 | 1.0154 | 0.9957 | 1.0494 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 52.3364 | 45.283 | 59.2593 | 52.3364 | 45.283 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.3935 | 2.0504 | 0.8849 | 0.9247 | 1.2031 | 0.7215 |
Largest Winning Trade | 172843 | 172843 | 41252 | 147271 | 147271 | 36094 |
Largest Losing Trade | -67983 | -67983 | -51601 | -81319 | -81319 | -59253 |
Avg Bars in Trades | 64 | 106 | 23 | 64 | 106 | 23 |
Avg Bars in Winners | 58 | 93 | 31 | 58 | 93 | 31 |
Avg Bars in Losers | 71 | 116 | 11 | 71 | 116 | 11 |
Bars Traded | 6892 | 5643 | 1249 | 6892 | 5643 | 1249 |
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 | 337005 | -204631 | -325926 | -558407 | -761001 | -699312 |
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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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