Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260578.8339 | 117988.4436 | 142590.3903 | -29748.0914 | -230707.4 | 200959.3087 |
Total P&L (%) | 260.5788 | 117.9884 | 142.5904 | -29.7481 | -230.7074 | 200.9593 |
Avg Daily Profit (%) | 0.1571 | 0.0711 | 0.086 | -0.0213 | 0 | 0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238012 | -190364 | -93240 | -642309 | -598052 | -73868 |
Profit Factor | 1.4097 | 1.3001 | 1.587 | 0.975 | 0.7329 | 1.6147 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 54.8387 | 47.8261 | 61.7021 | 54.8387 | 47.8261 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.1609 | 1.4183 | 0.985 | 0.803 | 0.7995 | 1.0022 |
Largest Winning Trade | 173796 | 173796 | 40105 | 233471 | 233471 | 165875 |
Largest Losing Trade | -54959 | -54959 | -53750 | -271962 | -271962 | -73868 |
Avg Bars in Trades | 49 | 62 | 36 | 49 | 62 | 36 |
Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Losers | 66 | 82 | 45 | 66 | 82 | 45 |
Bars Traded | 4586 | 2853 | 1733 | 4586 | 2853 | 1733 |
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 | 319815 | -98648 | -76414 | -579902 | -581549 | -100664 |
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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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