Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237251.9293 | -13984.3494 | 251236.2787 | 250114.5253 | -160038.9595 | 410153.4848 |
Total P&L (%) | 237.2519 | -13.9843 | 251.2363 | 250.1145 | -160.039 | 410.1535 |
Avg Daily Profit (%) | 0.1557 | -0.0092 | 0.1649 | 0.0823 | 0 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109243 | -93151 | -46795 | -339500 | -301385 | -105024 |
Profit Factor | 1.6152 | 0.9486 | 3.2144 | 1.2464 | 0.7817 | 2.4543 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 37 | 25 | 12 | 37 | 25 | 12 |
Profitability (%) | 58.427 | 44.4444 | 72.7273 | 58.427 | 44.4444 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.1493 | 1.1858 | 1.2054 | 0.8868 | 0.9771 | 0.9204 |
Largest Winning Trade | 72489 | 72489 | 54240 | 164582 | 164582 | 88078 |
Largest Losing Trade | -30264 | -30264 | -18463 | -126513 | -126513 | -44068 |
Avg Bars in Trades | 32 | 18 | 46 | 32 | 18 | 46 |
Avg Bars in Winners | 42 | 23 | 54 | 42 | 23 | 54 |
Avg Bars in Losers | 18 | 14 | 26 | 18 | 14 | 26 |
Bars Traded | 2900 | 840 | 2060 | 2900 | 840 | 2060 |
Profit Streak | 0 | 0 | 50.7815 | 0 | 0 | 50.7815 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378677 | -580928 | 606206 | -83709 | -582594 | -43778 |
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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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