Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399926.517 | 315199.6874 | 84726.8296 | 115920.3326 | -154671.0844 | 270591.4169 |
Total P&L (%) | 399.9265 | 315.1997 | 84.7268 | 115.9203 | -154.6711 | 270.5914 |
Avg Daily Profit (%) | 0.1841 | 0.1451 | 0.039 | 0.0354 | 0 | 0.0603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168707 | -86915 | -105662 | -1231779 | -774473 | -844319 |
Profit Factor | 1.5735 | 1.8972 | 1.2449 | 1.032 | 0.9171 | 1.1544 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 53.7037 | 48.1481 | 59.2593 | 53.7037 | 48.1481 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.3565 | 2.0431 | 0.8559 | 0.8897 | 0.9877 | 0.7936 |
Largest Winning Trade | 208196 | 208196 | 49013 | 483509 | 483509 | 277748 |
Largest Losing Trade | -47415 | -47415 | -45485 | -365801 | -308214 | -365801 |
Avg Bars in Trades | 76 | 54 | 98 | 76 | 54 | 98 |
Avg Bars in Winners | 78 | 57 | 94 | 78 | 57 | 94 |
Avg Bars in Losers | 74 | 52 | 102 | 74 | 52 | 102 |
Bars Traded | 8260 | 2966 | 5294 | 8260 | 2966 | 5294 |
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 | 360275 | -176532 | -321581 | -331751 | -761553 | -343646 |
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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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