Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379440.4377 | 331193.8671 | 48246.5706 | 223748.6951 | 177814.053 | 45934.6421 |
Total P&L (%) | 379.4404 | 331.1939 | 48.2466 | 223.7487 | 177.8141 | 45.9346 |
Avg Daily Profit (%) | 0.151 | 0.1318 | 0.0192 | 0.0468 | 0.0407 | 0.015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101306 | -61271 | -84310 | -855562 | -482806 | -629141 |
Profit Factor | 1.5824 | 2.2323 | 1.1261 | 1.065 | 1.1101 | 1.0251 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 47.4576 | 44.0678 | 50.8475 | 47.4576 | 44.0678 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.7519 | 2.8333 | 1.0885 | 1.1791 | 1.409 | 0.991 |
Largest Winning Trade | 125050 | 125050 | 65903 | 400845 | 387629 | 400845 |
Largest Losing Trade | -44506 | -27094 | -44506 | -305021 | -226042 | -305021 |
Avg Bars in Trades | 82 | 67 | 98 | 82 | 67 | 98 |
Avg Bars in Winners | 102 | 88 | 114 | 102 | 88 | 114 |
Avg Bars in Losers | 64 | 50 | 80 | 64 | 50 | 80 |
Bars Traded | 9744 | 3962 | 5782 | 9744 | 3962 | 5782 |
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 | 340118 | -191787 | -427133 | -280123 | -416930 | -545542 |
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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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