Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276954.4591 | 49133.2671 | 227821.192 | 163294.2123 | -48415.6773 | 211709.8896 |
Total P&L (%) | 276.9545 | 49.1333 | 227.8212 | 163.2942 | -48.4157 | 211.7099 |
Avg Daily Profit (%) | 0.1825 | 0.0324 | 0.1502 | 0.0638 | -0.0436 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86582 | -65278 | -65213 | -257931 | -233640 | -183564 |
Profit Factor | 1.4963 | 1.1481 | 2.0063 | 1.1393 | 0.9271 | 1.4169 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 40.2299 | 29.5455 | 51.1628 | 40.2299 | 29.5455 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.223 | 2.7379 | 1.9151 | 1.6927 | 2.2109 | 1.3524 |
Largest Winning Trade | 93305 | 93305 | 53542 | 159211 | 159211 | 100862 |
Largest Losing Trade | -34368 | -34368 | -25641 | -89934 | -89934 | -80757 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 100 | 95 | 103 | 100 | 95 | 103 |
Avg Bars in Losers | 43 | 50 | 33 | 43 | 50 | 33 |
Bars Traded | 5788 | 2795 | 2993 | 5788 | 2795 | 2993 |
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 | 226768 | -217226 | 403526 | -177470 | -587722 | -91860 |
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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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