Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329629.9173 | 66300.152 | 263329.7652 | 587653.2375 | -35749.1565 | 623402.394 |
Total P&L (%) | 329.6299 | 66.3002 | 263.3298 | 587.6532 | -35.7492 | 623.4024 |
Avg Daily Profit (%) | 0.2164 | 0.0435 | 0.1728 | 0.1266 | -0.029 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69260 | -90070 | -45603 | -524409 | -434848 | -249087 |
Profit Factor | 1.7888 | 1.2563 | 2.6546 | 1.2965 | 0.9701 | 1.7929 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 33.6957 | 23.913 | 43.4783 | 33.6957 | 23.913 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.5199 | 3.9972 | 3.4509 | 2.5511 | 3.0867 | 2.3307 |
Largest Winning Trade | 73597 | 73597 | 54830 | 364539 | 364539 | 281972 |
Largest Losing Trade | -20616 | -20616 | -17683 | -231087 | -231087 | -84979 |
Avg Bars in Trades | 31 | 24 | 37 | 31 | 24 | 37 |
Avg Bars in Winners | 66 | 56 | 72 | 66 | 56 | 72 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 2870 | 1128 | 1742 | 2870 | 1128 | 1742 |
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 | 182103 | -168633 | 359630 | -28460 | -612532 | -18159 |
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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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