Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311375.7575 | 226668.711 | 84707.0465 | 77331.9203 | -289208.4742 | 366540.3945 |
Total P&L (%) | 311.3758 | 226.6687 | 84.707 | 77.3319 | -289.2085 | 366.5404 |
Avg Daily Profit (%) | 0.1618 | 0.1178 | 0.044 | 0.0298 | 0 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134821 | -138937 | -67897 | -890933 | -841271 | -246769 |
Profit Factor | 1.5011 | 1.5926 | 1.3546 | 1.0298 | 0.8282 | 1.4015 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 52.2472 | 47.191 | 57.3034 | 52.2472 | 47.191 | 57.3034 |
Ratio Avg Win / Avg Loss | 1.372 | 1.7822 | 1.0093 | 0.9412 | 0.9267 | 1.0442 |
Largest Winning Trade | 316071 | 316071 | 48740 | 315640 | 315640 | 129266 |
Largest Losing Trade | -22839 | -22839 | -22059 | -195739 | -195739 | -105547 |
Avg Bars in Trades | 30 | 47 | 14 | 30 | 47 | 14 |
Avg Bars in Winners | 34 | 61 | 12 | 34 | 61 | 12 |
Avg Bars in Losers | 26 | 35 | 15 | 26 | 35 | 15 |
Bars Traded | 5489 | 4224 | 1265 | 5489 | 4224 | 1265 |
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 | 353924 | -34177 | -132788 | -341311 | -582186 | -84435 |
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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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