Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340676.7143 | 255162.9069 | 85513.8074 | 8464.2291 | -56026.2715 | 64490.5005 |
Total P&L (%) | 340.6767 | 255.1629 | 85.5138 | 8.4642 | -56.0263 | 64.4905 |
Avg Daily Profit (%) | 0.2313 | 0.1732 | 0.0581 | 0.0055 | -0.0558 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151734 | -172488 | -39397 | -346587 | -351098 | -121763 |
Profit Factor | 1.4866 | 1.5804 | 1.3282 | 1.0081 | 0.9111 | 1.1576 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 46.8468 | 34.5455 | 58.9286 | 46.8468 | 34.5455 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.6867 | 2.9945 | 0.9257 | 1.1439 | 1.7264 | 0.8068 |
Largest Winning Trade | 254367 | 254367 | 27950 | 233805 | 233805 | 75154 |
Largest Losing Trade | -34411 | -32121 | -34411 | -121763 | -64398 | -121763 |
Avg Bars in Trades | 25 | 38 | 12 | 25 | 38 | 12 |
Avg Bars in Winners | 31 | 61 | 13 | 31 | 61 | 13 |
Avg Bars in Losers | 20 | 26 | 11 | 20 | 26 | 11 |
Bars Traded | 2831 | 2116 | 715 | 2831 | 2116 | 715 |
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 | 344527 | -176042 | -295431 | -563456 | -764343 | -375616 |
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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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