Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270686.6347 | 109979.5217 | 160707.113 | 294615.4005 | -194133.8295 | 488749.23 |
Total P&L (%) | 270.6866 | 109.9795 | 160.7071 | 294.6154 | -194.1338 | 488.7492 |
Avg Daily Profit (%) | 0.266 | 0.1081 | 0.1579 | 0.135 | 0 | 0.1744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102102 | -77252 | -82049 | -1056899 | -809951 | -904431 |
Profit Factor | 1.6409 | 1.432 | 1.958 | 1.0914 | 0.8924 | 1.345 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 55.4348 | 50 | 60.8696 | 55.4348 | 50 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.3191 | 1.432 | 1.2587 | 0.8774 | 0.8924 | 0.8646 |
Largest Winning Trade | 58824 | 58824 | 32017 | 327283 | 327283 | 254810 |
Largest Losing Trade | -51023 | -34844 | -51023 | -738849 | -388708 | -738849 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 51 | 43 | 60 | 51 | 43 | 60 |
Bars Traded | 3722 | 1680 | 2042 | 3722 | 1680 | 2042 |
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 | 400732 | -47725 | 408682 | -133452 | -580704 | 272765 |
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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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