Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245695.8912 | 4120.9659 | 241574.9253 | 236698.5371 | -81475.5989 | 318174.1361 |
Total P&L (%) | 245.6959 | 4.121 | 241.5749 | 236.6985 | -81.4756 | 318.1741 |
Avg Daily Profit (%) | 0.1609 | 0.0027 | 0.1582 | 0.0796 | -0.1104 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74453 | -68920 | -52959 | -244071 | -207638 | -172950 |
Profit Factor | 1.6067 | 1.0151 | 2.8194 | 1.231 | 0.8808 | 1.9318 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.1264 | 40.9091 | 53.4884 | 47.1264 | 40.9091 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.8027 | 1.4663 | 2.4517 | 1.3811 | 1.2722 | 1.6798 |
Largest Winning Trade | 69250 | 52266 | 69250 | 126931 | 126931 | 82174 |
Largest Losing Trade | -30211 | -30211 | -21687 | -74008 | -62727 | -74008 |
Avg Bars in Trades | 50 | 26 | 76 | 50 | 26 | 76 |
Avg Bars in Winners | 77 | 29 | 115 | 77 | 29 | 115 |
Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
Bars Traded | 4430 | 1152 | 3278 | 4430 | 1152 | 3278 |
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 | 339960 | -562056 | 473353 | -87960 | -582310 | -63621 |
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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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