Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305845.3671 | 57960.5895 | 247884.7775 | 405876.5087 | -85527.3234 | 491403.8321 |
Total P&L (%) | 305.8454 | 57.9606 | 247.8848 | 405.8765 | -85.5273 | 491.4038 |
Avg Daily Profit (%) | 0.2002 | 0.0379 | 0.1622 | 0.1062 | -0.1264 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93233 | -68749 | -43160 | -453679 | -367445 | -192849 |
Profit Factor | 1.7626 | 1.2184 | 2.827 | 1.2712 | 0.9145 | 1.9911 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 44.1176 | 43.1373 | 45.098 | 44.1176 | 43.1373 | 45.098 |
Ratio Avg Win / Avg Loss | 2.2327 | 1.6061 | 3.4416 | 1.6102 | 1.2055 | 2.424 |
Largest Winning Trade | 72468 | 67533 | 72468 | 228957 | 207212 | 228957 |
Largest Losing Trade | -28929 | -28929 | -28379 | -181555 | -181555 | -147493 |
Avg Bars in Trades | 86 | 54 | 118 | 86 | 54 | 118 |
Avg Bars in Winners | 146 | 71 | 218 | 146 | 71 | 218 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 8837 | 2769 | 6068 | 8837 | 2769 | 6068 |
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 | 322152 | -325054 | -169267 | -52252 | -761835 | -215787 |
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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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