Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420747.8964 | 164192.8351 | 256555.0613 | 446488.6154 | -552536.28 | 999024.8954 |
Total P&L (%) | 420.7479 | 164.1928 | 256.5551 | 446.4886 | -552.5363 | 999.0249 |
Avg Daily Profit (%) | 0.2524 | 0.0985 | 0.1539 | 0.1019 | 0 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164145 | -112767 | -106490 | -1847390 | -1548409 | -1256328 |
Profit Factor | 1.6422 | 1.4394 | 1.9114 | 1.0618 | 0.8618 | 1.31 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 50.4587 | 40.7407 | 60 | 50.4587 | 40.7407 | 60 |
Ratio Avg Win / Avg Loss | 1.6123 | 2.0936 | 1.2742 | 1.0425 | 1.2536 | 0.8733 |
Largest Winning Trade | 93071 | 93071 | 62055 | 514533 | 514533 | 397129 |
Largest Losing Trade | -46686 | -43261 | -46686 | -698900 | -698900 | -670143 |
Avg Bars in Trades | 90 | 91 | 88 | 90 | 91 | 88 |
Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Losers | 100 | 99 | 101 | 100 | 99 | 101 |
Bars Traded | 9825 | 4951 | 4874 | 9825 | 4951 | 4874 |
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 | 415009 | -243074 | -169013 | -209050 | -762767 | -180790 |
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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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