Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257284.4442 | 22850.2102 | 234434.2341 | 253629.7178 | -39139.4919 | 292769.2096 |
Total P&L (%) | 257.2844 | 22.8502 | 234.4342 | 253.6297 | -39.1395 | 292.7692 |
Avg Daily Profit (%) | 0.1686 | 0.015 | 0.1536 | 0.0828 | -0.0325 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86819 | -51249 | -38978 | -241328 | -268417 | -114055 |
Profit Factor | 1.6262 | 1.0874 | 2.5702 | 1.2163 | 0.9437 | 1.6134 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 9 | 21 | 30 | 9 | 21 |
Losing Trades | 46 | 29 | 17 | 46 | 29 | 17 |
Profitability (%) | 39.4737 | 23.6842 | 55.2632 | 39.4737 | 23.6842 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.4934 | 3.5037 | 2.0806 | 1.865 | 3.0408 | 1.3061 |
Largest Winning Trade | 73387 | 59149 | 73387 | 164424 | 164424 | 126627 |
Largest Losing Trade | -29007 | -19198 | -29007 | -114055 | -63536 | -114055 |
Avg Bars in Trades | 116 | 91 | 140 | 116 | 91 | 140 |
Avg Bars in Winners | 193 | 178 | 199 | 193 | 178 | 199 |
Avg Bars in Losers | 65 | 64 | 67 | 65 | 64 | 67 |
Bars Traded | 8827 | 3489 | 5338 | 8827 | 3489 | 5338 |
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 | -47439 | -336758 | 461547 | -139575 | -613601 | -70568 |
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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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