Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227873.7616 | -15787.4676 | 243661.2293 | 297573.1187 | -61627.7225 | 359200.8412 |
Total P&L (%) | 227.8738 | -15.7875 | 243.6612 | 297.5731 | -61.6277 | 359.2008 |
Avg Daily Profit (%) | 0.1495 | -0.0104 | 0.1599 | 0.0906 | -0.0628 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65201 | -99310 | -63359 | -133239 | -194644 | -125431 |
Profit Factor | 1.6459 | 0.9026 | 2.2772 | 1.3915 | 0.8277 | 1.8925 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 47.5728 | 38.4615 | 56.8627 | 47.5728 | 38.4615 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.8138 | 1.4441 | 1.7275 | 1.5335 | 1.3243 | 1.4357 |
Largest Winning Trade | 53947 | 49078 | 53947 | 125811 | 83727 | 125811 |
Largest Losing Trade | -22320 | -18692 | -22320 | -43975 | -43975 | -36850 |
Avg Bars in Trades | 56 | 14 | 99 | 56 | 14 | 99 |
Avg Bars in Winners | 95 | 17 | 148 | 95 | 17 | 148 |
Avg Bars in Losers | 21 | 12 | 35 | 21 | 12 | 35 |
Bars Traded | 5832 | 738 | 5094 | 5832 | 738 | 5094 |
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 | 324169 | -763376 | -167552 | -70914 | -763376 | -236062 |
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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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