Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404583.1808 | 192516.2813 | 212066.8995 | 366947.2143 | -203773.4465 | 570720.6608 |
Total P&L (%) | 404.5832 | 192.5163 | 212.0669 | 366.9472 | -203.7734 | 570.7207 |
Avg Daily Profit (%) | 0.2323 | 0.1105 | 0.1217 | 0.0885 | 0 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78691 | -123184 | -41511 | -351208 | -394134 | -198913 |
Profit Factor | 1.8112 | 1.5675 | 2.3293 | 1.2139 | 0.8283 | 2.0809 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 12 | 25 | 37 | 12 | 25 |
Losing Trades | 47 | 30 | 17 | 47 | 30 | 17 |
Profitability (%) | 44.0476 | 28.5714 | 59.5238 | 44.0476 | 28.5714 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.3007 | 3.9188 | 1.5839 | 1.542 | 2.0709 | 1.415 |
Largest Winning Trade | 171138 | 171138 | 48352 | 257175 | 257175 | 170403 |
Largest Losing Trade | -41035 | -41035 | -23291 | -159051 | -159051 | -67953 |
Avg Bars in Trades | 79 | 78 | 80 | 79 | 78 | 80 |
Avg Bars in Winners | 120 | 167 | 98 | 120 | 167 | 98 |
Avg Bars in Losers | 46 | 42 | 53 | 46 | 42 | 53 |
Bars Traded | 6672 | 3298 | 3374 | 6672 | 3298 | 3374 |
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 | 332722 | -56653 | -24775 | -76223 | -592031 | -42517 |
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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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