Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363916.0115 | 312003.4803 | 51912.5312 | 208429.7513 | -29724.5285 | 238154.2798 |
Total P&L (%) | 363.916 | 312.0035 | 51.9125 | 208.4298 | -29.7245 | 238.1543 |
Avg Daily Profit (%) | 0.1934 | 0.1658 | 0.0276 | 0.0599 | -0.0187 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152570 | -84447 | -78414 | -1764232 | -850578 | -913654 |
Profit Factor | 1.7558 | 2.2034 | 1.2336 | 1.0448 | 0.987 | 1.101 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 42.7184 | 34.6154 | 50.9804 | 42.7184 | 34.6154 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.3544 | 4.1619 | 1.1862 | 1.401 | 1.8644 | 1.0586 |
Largest Winning Trade | 231470 | 231470 | 53411 | 659194 | 659194 | 596485 |
Largest Losing Trade | -45095 | -28359 | -45095 | -683935 | -261190 | -683935 |
Avg Bars in Trades | 69 | 48 | 90 | 69 | 48 | 90 |
Avg Bars in Winners | 115 | 72 | 145 | 115 | 72 | 145 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 7140 | 2547 | 4593 | 7140 | 2547 | 4593 |
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 | 300110 | -174516 | -337468 | -286761 | -764038 | -395833 |
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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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