Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112772.1241 | 55978.789 | 56793.3351 | 42817.2532 | -26754.1766 | 69571.4298 |
Total P&L (%) | 112.7721 | 55.9788 | 56.7933 | 42.8173 | -26.7542 | 69.5714 |
Avg Daily Profit (%) | 0.2165 | 0.1075 | 0.109 | 0.0685 | -0.0598 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87902 | -94350 | -26809 | -96754 | -136970 | -17520 |
Profit Factor | 1.364 | 1.2366 | 1.775 | 1.1288 | 0.9009 | 2.1128 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 56.9767 | 55.814 | 58.1395 | 56.9767 | 55.814 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0299 | 0.979 | 1.278 | 0.8523 | 0.7132 | 1.5212 |
Largest Winning Trade | 83027 | 83027 | 25205 | 41485 | 41485 | 23050 |
Largest Losing Trade | -42680 | -42680 | -14809 | -60134 | -60134 | -13376 |
Avg Bars in Trades | 281 | 500 | 62 | 281 | 500 | 62 |
Avg Bars in Winners | 218 | 385 | 59 | 218 | 385 | 59 |
Avg Bars in Losers | 364 | 645 | 67 | 364 | 645 | 67 |
Bars Traded | 24193 | 21502 | 2691 | 24193 | 21502 | 2691 |
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 | 316886 | -52168 | -45502 | -183498 | -580542 | -53015 |
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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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