Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392925.5356 | 317600.3886 | 75325.147 | 299547.4905 | 364218.0434 | -64670.5529 |
Total P&L (%) | 392.9255 | 317.6004 | 75.3251 | 299.5475 | 364.218 | -64.6706 |
Avg Daily Profit (%) | 0.1788 | 0.1446 | 0.0343 | 0.0631 | 0.0699 | -0.0473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108218 | -114015 | -102680 | -456444 | -453896 | -422500 |
Profit Factor | 1.6129 | 2.0704 | 1.2187 | 1.1435 | 1.3547 | 0.939 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 53.211 | 54.5455 | 51.8519 | 53.211 | 54.5455 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.4183 | 1.7253 | 1.1317 | 1.0055 | 1.1289 | 0.872 |
Largest Winning Trade | 132542 | 132542 | 49125 | 273729 | 273729 | 114802 |
Largest Losing Trade | -61210 | -25922 | -61210 | -218782 | -126786 | -218782 |
Avg Bars in Trades | 115 | 94 | 136 | 115 | 94 | 136 |
Avg Bars in Winners | 147 | 113 | 184 | 147 | 113 | 184 |
Avg Bars in Losers | 78 | 71 | 85 | 78 | 71 | 85 |
Bars Traded | 12597 | 5204 | 7393 | 12597 | 5204 | 7393 |
Profit Streak | 0 | 0 | 78.5013 | 0 | 0 | 78.5013 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363183 | -175588 | -326763 | -170706 | -278652 | -760035 |
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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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