Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257999.0161 | 7680.7479 | 250318.2682 | 203522.9367 | -64992.5999 | 268515.5366 |
Total P&L (%) | 257.999 | 7.6807 | 250.3183 | 203.5229 | -64.9926 | 268.5155 |
Avg Daily Profit (%) | 0.1693 | 0.005 | 0.1643 | 0.0729 | -0.0688 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97262 | -83152 | -42061 | -183408 | -137218 | -118099 |
Profit Factor | 1.5176 | 1.024 | 2.4009 | 1.1911 | 0.8975 | 1.6226 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 39.5604 | 26.087 | 53.3333 | 39.5604 | 26.087 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.3185 | 2.9014 | 2.1007 | 1.8197 | 2.5428 | 1.4198 |
Largest Winning Trade | 69605 | 69605 | 61079 | 139587 | 139587 | 113394 |
Largest Losing Trade | -30465 | -28626 | -30465 | -99293 | -52513 | -99293 |
Avg Bars in Trades | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Winners | 107 | 101 | 110 | 107 | 101 | 110 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 5935 | 2467 | 3468 | 5935 | 2467 | 3468 |
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 | 218380 | -569811 | 445947 | -108675 | -602950 | -76186 |
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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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