Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385267.8878 | 360392.6749 | 24875.2129 | 34744.1401 | 96409.058 | -61664.9178 |
Total P&L (%) | 385.2679 | 360.3927 | 24.8752 | 34.7441 | 96.4091 | -61.6649 |
Avg Daily Profit (%) | 0.2046 | 0.1914 | 0.0132 | 0.0158 | 0.0359 | -0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203273 | -124287 | -100494 | -1004227 | -763499 | -270099 |
Profit Factor | 1.559 | 1.964 | 1.0789 | 1.0163 | 1.0692 | 0.917 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 51.2605 | 51.6667 | 50.8475 | 51.2605 | 51.6667 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.4823 | 1.8373 | 1.0429 | 0.9663 | 1.0002 | 0.8864 |
Largest Winning Trade | 327180 | 327180 | 41355 | 725779 | 725779 | 129678 |
Largest Losing Trade | -55293 | -55293 | -33256 | -430646 | -430646 | -92985 |
Avg Bars in Trades | 28 | 18 | 38 | 28 | 18 | 38 |
Avg Bars in Winners | 31 | 17 | 44 | 31 | 17 | 44 |
Avg Bars in Losers | 26 | 19 | 32 | 26 | 19 | 32 |
Bars Traded | 3419 | 1125 | 2294 | 3419 | 1125 | 2294 |
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 | 363030 | -157408 | -489157 | -377928 | -458130 | -757348 |
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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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