Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214830.2006 | 4350.2291 | 210479.9715 | 182609.8814 | -82891.0016 | 265500.883 |
Total P&L (%) | 214.8302 | 4.3502 | 210.48 | 182.6099 | -82.891 | 265.5009 |
Avg Daily Profit (%) | 0.1657 | 0.0034 | 0.1623 | 0.0801 | -0.1361 | 0.1 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81717 | -63365 | -48377 | -148681 | -129329 | -128197 |
Profit Factor | 1.5133 | 1.0154 | 2.5493 | 1.2008 | 0.8673 | 1.9335 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 43.5294 | 34.8837 | 52.381 | 43.5294 | 34.8837 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9632 | 1.8954 | 2.3176 | 1.5578 | 1.619 | 1.7577 |
Largest Winning Trade | 50752 | 50752 | 50711 | 135728 | 135728 | 88080 |
Largest Losing Trade | -26879 | -23017 | -26879 | -92929 | -74023 | -92929 |
Avg Bars in Trades | 176 | 154 | 199 | 176 | 154 | 199 |
Avg Bars in Winners | 274 | 252 | 290 | 274 | 252 | 290 |
Avg Bars in Losers | 101 | 102 | 99 | 101 | 102 | 99 |
Bars Traded | 15023 | 6659 | 8364 | 15023 | 6659 | 8364 |
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 | 271327 | -562426 | 450405 | -87642 | -583827 | -55449 |
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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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