Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316249.3257 | 157039.1453 | 159210.1804 | -4418.1866 | -164319.7758 | 159901.5892 |
Total P&L (%) | 316.2493 | 157.0391 | 159.2102 | -4.4182 | -164.3198 | 159.9016 |
Avg Daily Profit (%) | 0.2128 | 0.1057 | 0.1071 | -0.003 | 0 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127221 | -105747 | -31447 | -233309 | -192029 | -63878 |
Profit Factor | 1.5295 | 1.3664 | 1.9438 | 0.9955 | 0.765 | 1.5778 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 45.977 | 34.8837 | 56.8182 | 45.977 | 34.8837 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.7972 | 2.5507 | 1.4773 | 1.1697 | 1.428 | 1.1991 |
Largest Winning Trade | 176269 | 176269 | 56905 | 148881 | 148881 | 56905 |
Largest Losing Trade | -44593 | -44593 | -25025 | -110088 | -110088 | -60884 |
Avg Bars in Trades | 48 | 71 | 25 | 48 | 71 | 25 |
Avg Bars in Winners | 51 | 84 | 32 | 51 | 84 | 32 |
Avg Bars in Losers | 44 | 64 | 15 | 44 | 64 | 15 |
Bars Traded | 4181 | 3080 | 1101 | 4181 | 3080 | 1101 |
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 | 323844 | -56158 | -46184 | -580443 | -584939 | -104095 |
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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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