Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402079.4303 | 309901.9886 | 92177.4417 | 557422.4166 | 682851.7341 | -125429.3175 |
Total P&L (%) | 402.0794 | 309.902 | 92.1774 | 557.4224 | 682.8517 | -125.4293 |
Avg Daily Profit (%) | 0.1686 | 0.13 | 0.0387 | 0.079 | 0.0863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67602 | -53759 | -80197 | -661390 | -395084 | -501114 |
Profit Factor | 1.7497 | 2.1678 | 1.3402 | 1.2174 | 1.5868 | 0.9104 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 43.6782 | 48.8372 | 38.6364 | 43.6782 | 48.8372 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.2562 | 2.2711 | 2.1286 | 1.5698 | 1.6624 | 1.446 |
Largest Winning Trade | 103511 | 103511 | 57475 | 438119 | 438119 | 234471 |
Largest Losing Trade | -45011 | -26765 | -45011 | -405494 | -172023 | -405494 |
Avg Bars in Trades | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Winners | 88 | 84 | 94 | 88 | 84 | 94 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 4621 | 2302 | 2319 | 4621 | 2302 | 2319 |
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 | 303984 | -15796 | -144183 | -88584 | -74729 | -583472 |
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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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