Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345294.1031 | 263245.5871 | 82048.516 | 60722.8238 | 214407.9241 | -153685.1003 |
Total P&L (%) | 345.2941 | 263.2456 | 82.0485 | 60.7228 | 214.4079 | -153.6851 |
Avg Daily Profit (%) | 0.2415 | 0.1841 | 0.0574 | 0.0332 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112423 | -65309 | -88505 | -393674 | -225109 | -470171 |
Profit Factor | 1.3543 | 1.6115 | 1.1508 | 1.0236 | 1.2047 | 0.899 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 56.3725 | 56.8627 | 55.8824 | 56.3725 | 56.8627 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.0481 | 1.2225 | 0.9085 | 0.7922 | 0.9139 | 0.7098 |
Largest Winning Trade | 69984 | 69984 | 35624 | 147357 | 147357 | 117758 |
Largest Losing Trade | -77581 | -29569 | -77581 | -393674 | -119156 | -393674 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4242 | 2121 | 2121 | 4242 | 2121 | 2121 |
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 | 380264 | 371139 | -171862 | -343202 | -87236 | -580020 |
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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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