Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224744.702 | 162465.1119 | 62279.59 | 685.2213 | 41553.3384 | -40868.1171 |
Total P&L (%) | 224.7447 | 162.4651 | 62.2796 | 0.6852 | 41.5533 | -40.8681 |
Avg Daily Profit (%) | 0.1526 | 0.1103 | 0.0423 | 0.0005 | 0.0236 | -0.0357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142836 | -118164 | -84730 | -364155 | -304985 | -300791 |
Profit Factor | 1.364 | 1.5297 | 1.2005 | 1.0005 | 1.0639 | 0.94 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 52.6786 | 50 | 55.3571 | 52.6786 | 50 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.2253 | 1.5297 | 0.9681 | 0.8988 | 1.0639 | 0.7581 |
Largest Winning Trade | 76821 | 74896 | 76821 | 157012 | 95595 | 157012 |
Largest Losing Trade | -52785 | -32385 | -52785 | -178437 | -82574 | -178437 |
Avg Bars in Trades | 50 | 30 | 69 | 50 | 30 | 69 |
Avg Bars in Winners | 62 | 26 | 94 | 62 | 26 | 94 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 5621 | 1702 | 3919 | 5621 | 1702 | 3919 |
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 | 300098 | -223152 | -318479 | -578948 | -493724 | -760138 |
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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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