Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417863.5582 | 347818.0573 | 70045.5009 | 146646.3232 | 379020.0227 | -232373.6995 |
Total P&L (%) | 417.8636 | 347.8181 | 70.0455 | 146.6463 | 379.02 | -232.3737 |
Avg Daily Profit (%) | 0.1666 | 0.1387 | 0.0279 | 0.036 | 0.0625 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161792 | -187228 | -43686 | -1645648 | -1596424 | -480744 |
Profit Factor | 1.6605 | 1.8299 | 1.328 | 1.0437 | 1.1614 | 0.7701 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 54.1284 | 46.2963 | 61.8182 | 54.1284 | 46.2963 | 61.8182 |
Ratio Avg Win / Avg Loss | 1.4072 | 2.1226 | 0.8202 | 0.8845 | 1.3472 | 0.4757 |
Largest Winning Trade | 204574 | 204574 | 29723 | 1196137 | 1196137 | 88764 |
Largest Losing Trade | -43686 | -37322 | -43686 | -608411 | -608411 | -480744 |
Avg Bars in Trades | 86 | 147 | 25 | 86 | 147 | 25 |
Avg Bars in Winners | 78 | 156 | 21 | 78 | 156 | 21 |
Avg Bars in Losers | 95 | 139 | 33 | 95 | 139 | 33 |
Bars Traded | 9380 | 7959 | 1421 | 9380 | 7959 | 1421 |
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 | 366992 | -185955 | -335232 | -318162 | -334008 | -759023 |
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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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