Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514466.2278 | 357501.4177 | 156964.8102 | 460815.3911 | -196232.8193 | 657048.2104 |
Total P&L (%) | 514.4662 | 357.5014 | 156.9648 | 460.8154 | -196.2328 | 657.0482 |
Avg Daily Profit (%) | 0.2944 | 0.2046 | 0.0898 | 0.0987 | 0 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92194 | -130577 | -46317 | -647500 | -662193 | -276639 |
Profit Factor | 1.9203 | 2.0065 | 1.7701 | 1.162 | 0.895 | 1.6729 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 40.5941 | 33.3333 | 48 | 40.5941 | 33.3333 | 48 |
Ratio Avg Win / Avg Loss | 2.8102 | 4.0129 | 1.9176 | 1.7004 | 1.79 | 1.8123 |
Largest Winning Trade | 217657 | 217657 | 64538 | 396552 | 396552 | 235438 |
Largest Losing Trade | -33809 | -33809 | -25918 | -230980 | -230980 | -142050 |
Avg Bars in Trades | 101 | 88 | 114 | 101 | 88 | 114 |
Avg Bars in Winners | 168 | 162 | 172 | 168 | 162 | 172 |
Avg Bars in Losers | 56 | 51 | 62 | 56 | 51 | 62 |
Bars Traded | 10257 | 4511 | 5746 | 10257 | 4511 | 5746 |
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 | 327680 | -175063 | -250508 | -105827 | -764537 | -215499 |
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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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