Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294916.4339 | 99203.2114 | 195713.2226 | 73776.4701 | -9410.9765 | 83187.4466 |
Total P&L (%) | 294.9164 | 99.2032 | 195.7132 | 73.7765 | -9.411 | 83.1874 |
Avg Daily Profit (%) | 0.198 | 0.0666 | 0.1314 | 0.0371 | -0.0066 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148914 | -105860 | -63635 | -268789 | -147210 | -192866 |
Profit Factor | 1.4229 | 1.2716 | 1.5892 | 1.083 | 0.9807 | 1.2066 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 60 | 58.1818 | 61.8182 | 60 | 58.1818 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.9486 | 0.9139 | 0.9816 | 0.722 | 0.7048 | 0.7453 |
Largest Winning Trade | 56961 | 56961 | 45494 | 82881 | 82881 | 76917 |
Largest Losing Trade | -53080 | -51982 | -53080 | -100858 | -100858 | -94773 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 51 | 39 | 62 | 51 | 39 | 62 |
Avg Bars in Losers | 50 | 65 | 33 | 50 | 65 | 33 |
Bars Traded | 5588 | 2757 | 2831 | 5588 | 2757 | 2831 |
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 | 300992 | -284740 | -195922 | -272642 | -759772 | -319275 |
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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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