Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233108.0514 | 56160.599 | 176947.4524 | 115089.7221 | 23312.5073 | 91777.2148 |
Total P&L (%) | 233.1081 | 56.1606 | 176.9475 | 115.0897 | 23.3125 | 91.7772 |
Avg Daily Profit (%) | 0.1541 | 0.0371 | 0.117 | 0.0507 | 0.0139 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79929 | -72341 | -94823 | -212595 | -104804 | -189106 |
Profit Factor | 1.3446 | 1.1678 | 1.5176 | 1.107 | 1.047 | 1.1584 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 54.0984 | 52.459 | 55.7377 | 54.0984 | 52.459 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.1408 | 1.0583 | 1.2051 | 0.9393 | 0.9489 | 0.9199 |
Largest Winning Trade | 61823 | 35105 | 61823 | 94474 | 61437 | 94474 |
Largest Losing Trade | -36945 | -19751 | -36945 | -66806 | -40479 | -66806 |
Avg Bars in Trades | 34 | 18 | 51 | 34 | 18 | 51 |
Avg Bars in Winners | 42 | 16 | 67 | 42 | 16 | 67 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 4252 | 1122 | 3130 | 4252 | 1122 | 3130 |
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 | 303847 | -341230 | -196325 | -228865 | -510569 | -344280 |
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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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