Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380629.4159 | 310420.3794 | 70209.0365 | 274351.5231 | 995943.9441 | -721592.421 |
Total P&L (%) | 380.6294 | 310.4204 | 70.209 | 274.3515 | 995.9439 | -721.5924 |
Avg Daily Profit (%) | 0.1736 | 0.1416 | 0.032 | 0.0602 | 0.1093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168820 | -137680 | -133522 | -1826585 | -513364 | -1624641 |
Profit Factor | 1.546 | 1.9101 | 1.1972 | 1.065 | 1.6061 | 0.7201 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 46.087 | 41.3793 | 50.8772 | 46.087 | 41.3793 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.8085 | 2.706 | 1.1559 | 1.2458 | 2.2753 | 0.6953 |
Largest Winning Trade | 107310 | 107310 | 42901 | 480677 | 426050 | 480677 |
Largest Losing Trade | -38567 | -21576 | -38567 | -402686 | -276866 | -402686 |
Avg Bars in Trades | 112 | 106 | 118 | 112 | 106 | 118 |
Avg Bars in Winners | 170 | 171 | 169 | 170 | 171 | 169 |
Avg Bars in Losers | 62 | 59 | 66 | 62 | 59 | 66 |
Bars Traded | 12916 | 6148 | 6768 | 12916 | 6148 | 6768 |
Profit Streak | 0 | 0 | 44.6635 | 0 | 0 | 44.6635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319590 | -183782 | -333127 | -262747 | -227056 | -760164 |
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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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