Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234327.4025 | 23490.0702 | 210837.3322 | 86351.8769 | -185452.6636 | 271804.5405 |
Total P&L (%) | 234.3274 | 23.4901 | 210.8373 | 86.3519 | -185.4527 | 271.8045 |
Avg Daily Profit (%) | 0.1536 | 0.0154 | 0.1382 | 0.0408 | 0 | 0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90791 | -83778 | -74183 | -305747 | -287932 | -161198 |
Profit Factor | 1.4541 | 1.0679 | 2.2394 | 1.0784 | 0.7536 | 1.7795 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 62.8788 | 60.6061 | 65.1515 | 62.8788 | 60.6061 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.8585 | 0.6941 | 1.1978 | 0.6366 | 0.4899 | 0.9518 |
Largest Winning Trade | 47379 | 47379 | 32550 | 71085 | 64691 | 71085 |
Largest Losing Trade | -65009 | -65009 | -30421 | -178962 | -178962 | -80928 |
Avg Bars in Trades | 34 | 42 | 25 | 34 | 42 | 25 |
Avg Bars in Winners | 19 | 23 | 16 | 19 | 23 | 16 |
Avg Bars in Losers | 58 | 72 | 41 | 58 | 72 | 41 |
Bars Traded | 4493 | 2809 | 1684 | 4493 | 2809 | 1684 |
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 | 309691 | -447136 | -127376 | -272344 | -703583 | -199358 |
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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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