Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220860.5334 | 56984.9817 | 163875.5517 | -38013.7402 | 33336.3982 | -71350.1384 |
Total P&L (%) | 220.8605 | 56.985 | 163.8756 | -38.0137 | 33.3364 | -71.3501 |
Avg Daily Profit (%) | 0.1496 | 0.0386 | 0.111 | -0.0324 | 0.0195 | -0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88433 | -56208 | -85123 | -263674 | -64538 | -317095 |
Profit Factor | 1.3835 | 1.2444 | 1.4782 | 0.9531 | 1.1366 | 0.874 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 57.4074 | 57.4074 | 57.4074 | 57.4074 | 57.4074 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.0265 | 0.9232 | 1.0967 | 0.7071 | 0.8433 | 0.6484 |
Largest Winning Trade | 55079 | 50177 | 55079 | 73484 | 64628 | 73484 |
Largest Losing Trade | -84374 | -28821 | -84374 | -258017 | -30512 | -258017 |
Avg Bars in Trades | 78 | 49 | 106 | 78 | 49 | 106 |
Avg Bars in Winners | 81 | 42 | 120 | 81 | 42 | 120 |
Avg Bars in Losers | 73 | 59 | 87 | 73 | 59 | 87 |
Bars Traded | 8436 | 2696 | 5740 | 8436 | 2696 | 5740 |
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 | 304486 | -323238 | -222760 | -579530 | -420656 | -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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