Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258176.9154 | 205720.1083 | 52456.8071 | -31190.2491 | -57851.4644 | 26661.2153 |
Total P&L (%) | 258.1769 | 205.7201 | 52.4568 | -31.1902 | -57.8515 | 26.6612 |
Avg Daily Profit (%) | 0.1885 | 0.1502 | 0.0383 | -0.0273 | -0.063 | 0.0173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156882 | -84019 | -139249 | -237670 | -147142 | -150935 |
Profit Factor | 1.3676 | 1.5909 | 1.1481 | 0.9536 | 0.8275 | 1.0792 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 47.3214 | 41.0714 | 53.5714 | 47.3214 | 41.0714 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.5225 | 2.2826 | 0.995 | 1.0615 | 1.1873 | 0.9353 |
Largest Winning Trade | 214265 | 214265 | 52987 | 83097 | 69950 | 83097 |
Largest Losing Trade | -59004 | -31010 | -59004 | -72641 | -62151 | -72641 |
Avg Bars in Trades | 70 | 57 | 83 | 70 | 57 | 83 |
Avg Bars in Winners | 88 | 73 | 100 | 88 | 73 | 100 |
Avg Bars in Losers | 54 | 47 | 62 | 54 | 47 | 62 |
Bars Traded | 7894 | 3246 | 4648 | 7894 | 3246 | 4648 |
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 | 301915 | -173359 | -381768 | -579855 | -762638 | -487828 |
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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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