Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263994.8337 | 321874.0699 | -57879.2363 | -54689.5562 | 663925.6034 | -718615.1596 |
Total P&L (%) | 263.9948 | 321.8741 | -57.8792 | -54.6896 | 663.9256 | -718.6152 |
Avg Daily Profit (%) | 0.1485 | 0.1811 | -0.0326 | -0.0445 | 0.1145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185868 | -90005 | -164775 | -1143290 | -411002 | -967287 |
Profit Factor | 1.3658 | 2.1121 | 0.8661 | 0.9772 | 1.8205 | 0.5467 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 43.1579 | 42.5532 | 43.75 | 43.1579 | 42.5532 | 43.75 |
Ratio Avg Win / Avg Loss | 1.7988 | 2.8513 | 1.1136 | 1.287 | 2.4576 | 0.7029 |
Largest Winning Trade | 205146 | 205146 | 69765 | 673243 | 673243 | 239955 |
Largest Losing Trade | -44595 | -41664 | -44595 | -496872 | -173997 | -496872 |
Avg Bars in Trades | 72 | 63 | 80 | 72 | 63 | 80 |
Avg Bars in Winners | 91 | 81 | 100 | 91 | 81 | 100 |
Avg Bars in Losers | 57 | 49 | 65 | 57 | 49 | 65 |
Bars Traded | 6851 | 2964 | 3887 | 6851 | 2964 | 3887 |
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 | 158748 | 311798 | -581453 | -581518 | -39142 | -583119 |
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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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