Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276828.7253 | 18271.7466 | 258556.9787 | 254900.6018 | -43122.5544 | 298023.1561 |
Total P&L (%) | 276.8287 | 18.2717 | 258.557 | 254.9006 | -43.1226 | 298.0232 |
Avg Daily Profit (%) | 0.1804 | 0.0119 | 0.1685 | 0.0826 | -0.0368 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130268 | -77935 | -65994 | -552042 | -386884 | -233808 |
Profit Factor | 1.4491 | 1.0553 | 1.904 | 1.1413 | 0.9536 | 1.3405 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 79 | 31 | 48 | 79 | 31 | 48 |
Losing Trades | 82 | 49 | 33 | 82 | 49 | 33 |
Profitability (%) | 49.0683 | 38.75 | 59.2593 | 49.0683 | 38.75 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.5041 | 1.6681 | 1.309 | 1.1846 | 1.5073 | 0.9216 |
Largest Winning Trade | 60775 | 60775 | 57047 | 185168 | 185168 | 166961 |
Largest Losing Trade | -33820 | -30980 | -33820 | -99211 | -99211 | -92581 |
Avg Bars in Trades | 28 | 16 | 39 | 28 | 16 | 39 |
Avg Bars in Winners | 38 | 21 | 50 | 38 | 21 | 50 |
Avg Bars in Losers | 17 | 13 | 24 | 17 | 13 | 24 |
Bars Traded | 4526 | 1318 | 3208 | 4526 | 1318 | 3208 |
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 | 371474 | -367112 | -624 | -147034 | -601555 | -84529 |
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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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