Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283337.7601 | 207553.5813 | 75784.1789 | 184001.0116 | 251140.6049 | -67139.5933 |
Total P&L (%) | 283.3378 | 207.5536 | 75.7842 | 184.001 | 251.1406 | -67.1396 |
Avg Daily Profit (%) | 0.1996 | 0.1462 | 0.0534 | 0.0736 | 0.0885 | -0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116714 | -83089 | -68774 | -577410 | -185755 | -397802 |
Profit Factor | 1.525 | 1.7359 | 1.2941 | 1.1081 | 1.3076 | 0.9241 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 48.5437 | 48.0769 | 49.0196 | 48.5437 | 48.0769 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.6165 | 1.8748 | 1.3459 | 1.1746 | 1.4122 | 0.9611 |
Largest Winning Trade | 102226 | 102226 | 40081 | 264927 | 264927 | 143223 |
Largest Losing Trade | -34068 | -34068 | -33846 | -199636 | -152398 | -199636 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 2730 | 1402 | 1328 | 2730 | 1402 | 1328 |
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 | 366236 | -175086 | -301733 | -196317 | -255172 | -760936 |
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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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