Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229223.1992 | 59295.5948 | 169927.6044 | 158518.9392 | -73399.7248 | 231918.664 |
Total P&L (%) | 229.2232 | 59.2956 | 169.9276 | 158.5189 | -73.3997 | 231.9187 |
Avg Daily Profit (%) | 0.2219 | 0.0574 | 0.1645 | 0.092 | -0.1281 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129328 | -120343 | -34452 | -414601 | -415993 | -78073 |
Profit Factor | 1.3718 | 1.1548 | 1.7277 | 1.115 | 0.914 | 1.4412 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 54.2484 | 48.0519 | 60.5263 | 54.2484 | 48.0519 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.1569 | 1.2485 | 1.1267 | 0.9403 | 0.9881 | 0.9399 |
Largest Winning Trade | 86465 | 86465 | 35414 | 241098 | 241098 | 81638 |
Largest Losing Trade | -30658 | -30658 | -19814 | -99042 | -99042 | -71013 |
Avg Bars in Trades | 77 | 63 | 91 | 77 | 63 | 91 |
Avg Bars in Winners | 82 | 71 | 90 | 82 | 71 | 90 |
Avg Bars in Losers | 72 | 56 | 92 | 72 | 56 | 92 |
Bars Traded | 11847 | 4908 | 6939 | 11847 | 4908 | 6939 |
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 | 348591 | -209934 | -38334 | -164555 | -623493 | -86424 |
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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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