Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241095.0649 | 15570.4897 | 225524.5752 | 223498.7407 | -39665.9226 | 263164.6633 |
Total P&L (%) | 241.0951 | 15.5705 | 225.5246 | 223.4987 | -39.6659 | 263.1647 |
Avg Daily Profit (%) | 0.1582 | 0.0102 | 0.148 | 0.077 | -0.0331 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73728 | -45350 | -88141 | -252346 | -148720 | -275451 |
Profit Factor | 1.6166 | 1.0972 | 1.9769 | 1.2169 | 0.9036 | 1.4251 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 45.977 | 36.3636 | 55.814 | 45.977 | 36.3636 | 55.814 |
Ratio Avg Win / Avg Loss | 1.8995 | 1.9201 | 1.565 | 1.4298 | 1.5813 | 1.1282 |
Largest Winning Trade | 72121 | 45611 | 72121 | 125732 | 84629 | 125732 |
Largest Losing Trade | -34573 | -24265 | -34573 | -89081 | -88835 | -89081 |
Avg Bars in Trades | 50 | 11 | 90 | 50 | 11 | 90 |
Avg Bars in Winners | 83 | 17 | 126 | 83 | 17 | 126 |
Avg Bars in Losers | 23 | 8 | 44 | 23 | 8 | 44 |
Bars Traded | 4420 | 522 | 3897 | 4420 | 522 | 3897 |
Profit Streak | 0 | 0 | 139.4034 | 0 | 0 | 139.4034 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323697 | -306476 | 374526 | -91830 | -582967 | -76913 |
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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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