Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333608.6318 | 154355.0868 | 179253.545 | 165741.7484 | -375467.6209 | 541209.3692 |
Total P&L (%) | 333.6086 | 154.3551 | 179.2535 | 165.7417 | -375.4676 | 541.2094 |
Avg Daily Profit (%) | 0.1833 | 0.0848 | 0.0985 | 0.0537 | 0 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152485 | -135634 | -92142 | -1135472 | -805568 | -890293 |
Profit Factor | 1.506 | 1.4411 | 1.5795 | 1.0528 | 0.7593 | 1.3422 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 52.2523 | 46.4286 | 58.1818 | 52.2523 | 46.4286 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.3762 | 1.6628 | 1.1353 | 0.962 | 0.8761 | 0.9647 |
Largest Winning Trade | 71728 | 71728 | 70721 | 542078 | 246889 | 542078 |
Largest Losing Trade | -58059 | -29915 | -58059 | -760930 | -250109 | -760930 |
Avg Bars in Trades | 60 | 35 | 86 | 60 | 35 | 86 |
Avg Bars in Winners | 68 | 34 | 96 | 68 | 34 | 96 |
Avg Bars in Losers | 52 | 35 | 73 | 52 | 35 | 73 |
Bars Traded | 6735 | 1962 | 4773 | 6735 | 1962 | 4773 |
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 | 338700 | -259097 | -238670 | -284746 | -762222 | -236490 |
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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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