Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414845.9998 | 348718.1958 | 66127.8039 | 213745.2499 | 723088.1291 | -509342.8792 |
Total P&L (%) | 414.846 | 348.7182 | 66.1278 | 213.7453 | 723.0881 | -509.3429 |
Avg Daily Profit (%) | 0.1658 | 0.1393 | 0.0264 | 0.0457 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148275 | -120800 | -102676 | -1048706 | -631215 | -753915 |
Profit Factor | 1.5514 | 1.9507 | 1.1715 | 1.0612 | 1.4397 | 0.7247 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.7901 | 2.6009 | 1.1715 | 1.2244 | 1.9197 | 0.7247 |
Largest Winning Trade | 163139 | 163139 | 58994 | 531884 | 531884 | 160036 |
Largest Losing Trade | -45902 | -38330 | -45902 | -367819 | -296990 | -367819 |
Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Winners | 83 | 67 | 96 | 83 | 67 | 96 |
Avg Bars in Losers | 48 | 37 | 60 | 48 | 37 | 60 |
Bars Traded | 7223 | 2808 | 4415 | 7223 | 2808 | 4415 |
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 | 322870 | -186150 | -369730 | -286206 | -260825 | -760833 |
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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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