Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210025.6105 | 52854.0181 | 157171.5923 | 15603.5422 | -111181.4756 | 126785.0178 |
Total P&L (%) | 210.0256 | 52.854 | 157.1716 | 15.6035 | -111.1815 | 126.785 |
Avg Daily Profit (%) | 0.1621 | 0.0408 | 0.1213 | 0.0112 | 0 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149818 | -144538 | -30121 | -187166 | -161320 | -53501 |
Profit Factor | 1.4454 | 1.1407 | 2.6407 | 1.0284 | 0.7465 | 2.1353 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 33 | 22 | 11 | 33 | 22 | 11 |
Profitability (%) | 62.9213 | 50 | 75.5556 | 62.9213 | 50 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.8518 | 1.1407 | 0.8543 | 0.606 | 0.7465 | 0.6908 |
Largest Winning Trade | 102142 | 102142 | 32857 | 47211 | 47211 | 30700 |
Largest Losing Trade | -64118 | -64118 | -24715 | -100991 | -100991 | -53501 |
Avg Bars in Trades | 42 | 58 | 26 | 42 | 58 | 26 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 69 | 85 | 37 | 69 | 85 | 37 |
Bars Traded | 3767 | 2582 | 1185 | 3767 | 2582 | 1185 |
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 | 316569 | -205283 | -25108 | -376516 | -580719 | -103554 |
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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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