Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225750.9733 | 11798.0107 | 213952.9626 | 188074.1256 | -111269.0408 | 299343.1664 |
Total P&L (%) | 225.751 | 11.798 | 213.953 | 188.0741 | -111.269 | 299.3432 |
Avg Daily Profit (%) | 0.2185 | 0.0114 | 0.2071 | 0.1025 | 0 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74326 | -95056 | -32669 | -181846 | -250484 | -57344 |
Profit Factor | 1.5453 | 1.0434 | 2.5037 | 1.2309 | 0.8022 | 2.1875 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 50 | 46.2687 | 53.7313 | 50 | 46.2687 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.5453 | 1.2117 | 2.156 | 1.2309 | 0.9316 | 1.8837 |
Largest Winning Trade | 52070 | 52070 | 45317 | 87464 | 87464 | 69812 |
Largest Losing Trade | -60410 | -60410 | -20105 | -128933 | -128933 | -36558 |
Avg Bars in Trades | 29 | 31 | 26 | 29 | 31 | 26 |
Avg Bars in Winners | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Losers | 28 | 36 | 19 | 28 | 36 | 19 |
Bars Traded | 3906 | 2105 | 1801 | 3906 | 2105 | 1801 |
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 | 399804 | -578599 | -103465 | -55909 | -699187 | -125764 |
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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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