Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272737.8186 | 92080.4842 | 180657.3344 | 96842.8432 | -167461.9484 | 264304.7915 |
Total P&L (%) | 272.7378 | 92.0805 | 180.6573 | 96.8428 | -167.4619 | 264.3048 |
Avg Daily Profit (%) | 0.1781 | 0.0601 | 0.118 | 0.0442 | 0 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88810 | -112262 | -54425 | -221634 | -382867 | -126773 |
Profit Factor | 1.4634 | 1.2533 | 1.8029 | 1.0663 | 0.8159 | 1.4804 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 49.5146 | 44.2308 | 54.902 | 49.5146 | 44.2308 | 54.902 |
Ratio Avg Win / Avg Loss | 1.4921 | 1.5803 | 1.4809 | 1.0873 | 1.0287 | 1.2161 |
Largest Winning Trade | 155225 | 155225 | 65939 | 192006 | 192006 | 89895 |
Largest Losing Trade | -38476 | -38476 | -30981 | -92528 | -85116 | -92528 |
Avg Bars in Trades | 87 | 77 | 98 | 87 | 77 | 98 |
Avg Bars in Winners | 113 | 98 | 124 | 113 | 98 | 124 |
Avg Bars in Losers | 62 | 60 | 66 | 62 | 60 | 66 |
Bars Traded | 9029 | 4008 | 5020 | 9029 | 4008 | 5020 |
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 | 309679 | -294003 | -212584 | -281276 | -761410 | -258401 |
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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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