Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300491.0075 | 192817.588 | 107673.4195 | 88748.7089 | 119542.4662 | -30793.7574 |
Total P&L (%) | 300.491 | 192.8176 | 107.6734 | 88.7487 | 119.5425 | -30.7938 |
Avg Daily Profit (%) | 0.1717 | 0.1102 | 0.0615 | 0.0363 | 0.045 | -0.021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117969 | -95494 | -105450 | -438215 | -406940 | -386825 |
Profit Factor | 1.4841 | 1.6419 | 1.3361 | 1.0441 | 1.1199 | 0.9696 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.9583 | 45.8333 | 52.0833 | 48.9583 | 45.8333 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.5472 | 1.9404 | 1.2292 | 1.0886 | 1.3235 | 0.8921 |
Largest Winning Trade | 111135 | 111135 | 67655 | 213921 | 213921 | 143368 |
Largest Losing Trade | -53110 | -32126 | -53110 | -124625 | -124625 | -119195 |
Avg Bars in Trades | 106 | 66 | 146 | 106 | 66 | 146 |
Avg Bars in Winners | 127 | 44 | 200 | 127 | 44 | 200 |
Avg Bars in Losers | 86 | 85 | 87 | 86 | 85 | 87 |
Bars Traded | 10219 | 3206 | 7013 | 10219 | 3206 | 7013 |
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 | 343801 | -44306 | -110097 | -316535 | -223068 | -580419 |
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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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