Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300012.655 | 214941.038 | 85071.617 | 51395.7186 | 117557.5086 | -66161.79 |
Total P&L (%) | 300.0127 | 214.941 | 85.0716 | 51.3957 | 117.5575 | -66.1618 |
Avg Daily Profit (%) | 0.1571 | 0.1126 | 0.0446 | 0.0217 | 0.0407 | -0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87459 | -86222 | -59004 | -301027 | -215916 | -215211 |
Profit Factor | 1.502 | 1.654 | 1.3162 | 1.0373 | 1.1651 | 0.9004 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 50.9091 | 49.0909 | 52.7273 | 50.9091 | 49.0909 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.4483 | 1.7153 | 1.1801 | 1.0003 | 1.2083 | 0.8073 |
Largest Winning Trade | 236851 | 236851 | 47998 | 180564 | 180564 | 76161 |
Largest Losing Trade | -49114 | -34011 | -49114 | -146124 | -73066 | -146124 |
Avg Bars in Trades | 32 | 25 | 39 | 32 | 25 | 39 |
Avg Bars in Winners | 44 | 29 | 59 | 44 | 29 | 59 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 3558 | 1412 | 2146 | 3558 | 1412 | 2146 |
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 | 323386 | -219719 | -312922 | -344130 | -357548 | -760479 |
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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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