Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520375.8323 | 376554.1088 | 143821.7236 | 204434.027 | 52049.9647 | 152384.0622 |
Total P&L (%) | 520.3758 | 376.5541 | 143.8217 | 204.434 | 52.05 | 152.3841 |
Avg Daily Profit (%) | 0.3534 | 0.2557 | 0.0977 | 0.0756 | 0.0285 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110892 | -119875 | -74018 | -147590 | -142315 | -116079 |
Profit Factor | 1.7612 | 1.979 | 1.4811 | 1.1987 | 1.093 | 1.3249 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 61 | 37 | 24 | 61 | 37 | 24 |
Profitability (%) | 40.7767 | 28.8462 | 52.9412 | 40.7767 | 28.8462 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.558 | 4.8816 | 1.3165 | 1.741 | 2.696 | 1.1777 |
Largest Winning Trade | 230830 | 230830 | 63080 | 134633 | 134633 | 88827 |
Largest Losing Trade | -53035 | -34533 | -53035 | -116079 | -40715 | -116079 |
Avg Bars in Trades | 168 | 133 | 204 | 168 | 133 | 204 |
Avg Bars in Winners | 273 | 236 | 294 | 273 | 236 | 294 |
Avg Bars in Losers | 96 | 91 | 103 | 96 | 91 | 103 |
Bars Traded | 17381 | 6936 | 10445 | 17381 | 6936 | 10445 |
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 | 337526 | -181339 | -241054 | -96109 | -466402 | -288384 |
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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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