Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158645.9619 | 67019.7504 | 91626.2114 | 95512.0245 | -27465.9532 | 122977.9777 |
Total P&L (%) | 158.646 | 67.0198 | 91.6262 | 95.512 | -27.466 | 122.978 |
Avg Daily Profit (%) | 0.1703 | 0.0719 | 0.0984 | 0.072 | -0.0345 | 0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72035 | -76245 | -55148 | -170623 | -182188 | -76674 |
Profit Factor | 1.3522 | 1.2678 | 1.4577 | 1.1357 | 0.935 | 1.4372 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 52.5773 | 43.75 | 61.2245 | 52.5773 | 43.75 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.2196 | 1.63 | 0.9232 | 1.0244 | 1.2021 | 0.9102 |
Largest Winning Trade | 39261 | 39261 | 29364 | 56778 | 56778 | 55720 |
Largest Losing Trade | -32487 | -20069 | -32487 | -63143 | -54710 | -63143 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 3567 | 1865 | 1702 | 3567 | 1865 | 1702 |
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 | 301056 | -98417 | -60722 | -167464 | -581453 | -77167 |
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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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