Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234556.5549 | 155675.413 | 78881.1419 | 17257.8565 | -81070.3681 | 98328.2246 |
Total P&L (%) | 234.5566 | 155.6754 | 78.8811 | 17.2579 | -81.0704 | 98.3282 |
Avg Daily Profit (%) | 0.2289 | 0.1519 | 0.077 | 0.0155 | -0.1623 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172869 | -182470 | -44803 | -291414 | -319033 | -98012 |
Profit Factor | 1.3685 | 1.4144 | 1.3025 | 1.017 | 0.8666 | 1.2427 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 21 | 33 | 54 | 21 | 33 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 49.5413 | 38.8889 | 60 | 49.5413 | 38.8889 | 60 |
Ratio Avg Win / Avg Loss | 1.3939 | 2.2226 | 0.8683 | 1.0359 | 1.3617 | 0.8285 |
Largest Winning Trade | 131260 | 131260 | 31983 | 69985 | 69985 | 46483 |
Largest Losing Trade | -53613 | -53613 | -34181 | -86493 | -86493 | -49333 |
Avg Bars in Trades | 26 | 35 | 18 | 26 | 35 | 18 |
Avg Bars in Winners | 27 | 38 | 20 | 27 | 38 | 20 |
Avg Bars in Losers | 26 | 33 | 16 | 26 | 33 | 16 |
Bars Traded | 2935 | 1910 | 1025 | 2935 | 1910 | 1025 |
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 | 315362 | -175272 | -270212 | -382196 | -763487 | -284088 |
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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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