Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269543.5769 | 214038.3467 | 55505.2302 | 1842.2846 | -50514.6209 | 52356.9054 |
Total P&L (%) | 269.5436 | 214.0383 | 55.5052 | 1.8423 | -50.5146 | 52.3569 |
Avg Daily Profit (%) | 0.1696 | 0.1347 | 0.0349 | 0.0011 | -0.0443 | 0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193721 | -175595 | -28078 | -401117 | -329571 | -105662 |
Profit Factor | 1.5218 | 1.5382 | 1.467 | 1.0021 | 0.9252 | 1.2342 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 47.3684 | 48.9362 | 45.8333 | 47.3684 | 48.9362 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.6909 | 1.6051 | 1.7337 | 1.1134 | 0.9654 | 1.4586 |
Largest Winning Trade | 150305 | 150305 | 27955 | 140153 | 140153 | 55493 |
Largest Losing Trade | -63498 | -63498 | -13854 | -137904 | -137904 | -37360 |
Avg Bars in Trades | 61 | 117 | 7 | 61 | 117 | 7 |
Avg Bars in Winners | 60 | 110 | 8 | 60 | 110 | 8 |
Avg Bars in Losers | 63 | 124 | 6 | 63 | 124 | 6 |
Bars Traded | 5880 | 5511 | 369 | 5880 | 5511 | 369 |
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 | 329112 | -10888 | -146236 | -576094 | -581110 | -160218 |
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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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