Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292854.8491 | 71389.9537 | 221464.8954 | 397172.1647 | -163123.7133 | 560295.8779 |
Total P&L (%) | 292.8548 | 71.39 | 221.4649 | 397.1722 | -163.1237 | 560.2959 |
Avg Daily Profit (%) | 0.1934 | 0.0471 | 0.1462 | 0.106 | 0 | 0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84026 | -67370 | -36443 | -247570 | -409515 | -126459 |
Profit Factor | 1.7044 | 1.2727 | 2.4389 | 1.3069 | 0.8071 | 2.2494 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 45.045 | 37.5 | 52.7273 | 45.045 | 37.5 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.0794 | 2.1211 | 2.1866 | 1.5944 | 1.3452 | 2.0167 |
Largest Winning Trade | 91367 | 91367 | 74936 | 155118 | 155118 | 153718 |
Largest Losing Trade | -17722 | -17722 | -17441 | -98565 | -98565 | -68359 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 78 | 57 | 94 | 78 | 57 | 94 |
Avg Bars in Losers | 29 | 30 | 27 | 29 | 30 | 27 |
Bars Traded | 5711 | 2273 | 3438 | 5711 | 2273 | 3438 |
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 | 329843 | -314121 | -172887 | -51934 | -764305 | -201533 |
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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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