Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198092.251 | 99821.6451 | 98270.606 | 223735.1779 | 105247.7452 | 118487.4327 |
Total P&L (%) | 198.0923 | 99.8216 | 98.2706 | 223.7352 | 105.2477 | 118.4874 |
Avg Daily Profit (%) | 0.2152 | 0.1084 | 0.1067 | 0.1277 | 0.0781 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75849 | -88282 | -39796 | -211780 | -260462 | -124215 |
Profit Factor | 1.4781 | 1.4223 | 1.5521 | 1.2082 | 1.1666 | 1.2674 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 49.5652 | 48.2759 | 50.8772 | 49.5652 | 48.2759 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.504 | 1.5239 | 1.4986 | 1.2294 | 1.25 | 1.2237 |
Largest Winning Trade | 49411 | 49411 | 37089 | 138492 | 138492 | 67060 |
Largest Losing Trade | -20434 | -20434 | -16388 | -55813 | -55813 | -45484 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 2519 | 1158 | 1361 | 2519 | 1158 | 1361 |
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 | 376126 | -226747 | -228528 | -22630 | -306294 | -259350 |
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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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