Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405556.106 | 374490.9006 | 31065.2054 | 102051.3466 | 69325.9963 | 32725.3503 |
Total P&L (%) | 405.5561 | 374.4909 | 31.0652 | 102.0513 | 69.326 | 32.7254 |
Avg Daily Profit (%) | 0.2172 | 0.2005 | 0.0166 | 0.0377 | 0.0282 | 0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93394 | -60428 | -125142 | -232477 | -148139 | -116634 |
Profit Factor | 1.7148 | 2.4462 | 1.1007 | 1.1188 | 1.1706 | 1.0723 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 43.3962 | 35.8491 | 50.9434 | 43.3962 | 35.8491 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.2367 | 4.3774 | 1.06 | 1.4593 | 2.0947 | 1.0326 |
Largest Winning Trade | 304042 | 304042 | 60376 | 97663 | 97663 | 86309 |
Largest Losing Trade | -49805 | -28160 | -49805 | -64640 | -37817 | -64640 |
Avg Bars in Trades | 69 | 52 | 86 | 69 | 52 | 86 |
Avg Bars in Winners | 115 | 101 | 125 | 115 | 101 | 125 |
Avg Bars in Losers | 33 | 24 | 45 | 33 | 24 | 45 |
Bars Traded | 7316 | 2757 | 4560 | 7316 | 2757 | 4560 |
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 | 314329 | -173271 | -463312 | -234739 | -372592 | -496411 |
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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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