Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350744.3245 | 320392.1088 | 30352.2157 | 21275.5812 | 182013.6414 | -160738.0602 |
Total P&L (%) | 350.7443 | 320.3921 | 30.3522 | 21.2756 | 182.0136 | -160.7381 |
Avg Daily Profit (%) | 0.1886 | 0.1723 | 0.0163 | 0.0104 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173276 | -168879 | -134819 | -536849 | -355956 | -258510 |
Profit Factor | 1.4552 | 1.8032 | 1.0817 | 1.0155 | 1.2821 | 0.7783 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 50.4587 | 47.2727 | 53.7037 | 50.4587 | 47.2727 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.4288 | 2.0112 | 0.9325 | 0.9971 | 1.43 | 0.671 |
Largest Winning Trade | 130967 | 130967 | 51019 | 181370 | 181370 | 123598 |
Largest Losing Trade | -50978 | -37886 | -50978 | -241354 | -78849 | -241354 |
Avg Bars in Trades | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Winners | 88 | 82 | 93 | 88 | 82 | 93 |
Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
Bars Traded | 7045 | 3399 | 3646 | 7045 | 3399 | 3646 |
Profit Streak | 0 | 0 | 134.52 | 0 | 0 | 134.52 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320602 | -170311 | -485072 | -389777 | -299585 | -759393 |
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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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