Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441580.397 | 400233.1674 | 41347.2295 | 10763.7673 | 236967.6025 | -226203.8352 |
Total P&L (%) | 441.5804 | 400.2332 | 41.3472 | 10.7638 | 236.9676 | -226.2038 |
Avg Daily Profit (%) | 0.2027 | 0.1837 | 0.019 | 0.0047 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155893 | -159100 | -82879 | -747419 | -496202 | -438135 |
Profit Factor | 1.6714 | 2.379 | 1.1125 | 1.0059 | 1.3211 | 0.793 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 49.0741 | 44.4444 | 53.7037 | 49.0741 | 44.4444 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.7345 | 2.9737 | 0.9591 | 1.0438 | 1.6514 | 0.6836 |
Largest Winning Trade | 352202 | 352202 | 47594 | 227703 | 227703 | 171698 |
Largest Losing Trade | -59888 | -39211 | -59888 | -310070 | -190366 | -310070 |
Avg Bars in Trades | 76 | 73 | 80 | 76 | 73 | 80 |
Avg Bars in Winners | 101 | 89 | 111 | 101 | 89 | 111 |
Avg Bars in Losers | 53 | 60 | 45 | 53 | 60 | 45 |
Bars Traded | 8300 | 3948 | 4352 | 8300 | 3948 | 4352 |
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 | 386552 | -170202 | -447580 | -542697 | -299316 | -760353 |
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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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