Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376197.5726 | 272426.16 | 103771.4126 | 43571.1261 | -88221.912 | 131793.0382 |
Total P&L (%) | 376.1976 | 272.4262 | 103.7714 | 43.5711 | -88.2219 | 131.793 |
Avg Daily Profit (%) | 0.2149 | 0.1556 | 0.0593 | 0.0207 | -0.1221 | 0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104039 | -150201 | -77842 | -373569 | -370194 | -150952 |
Profit Factor | 1.5369 | 1.7566 | 1.3047 | 1.0341 | 0.8731 | 1.2267 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 45.5357 | 35.7143 | 55.3571 | 45.5357 | 35.7143 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.8383 | 3.1618 | 1.0522 | 1.2369 | 1.5717 | 0.9893 |
Largest Winning Trade | 232851 | 232851 | 61919 | 262871 | 262871 | 115544 |
Largest Losing Trade | -44535 | -36077 | -44535 | -128428 | -128428 | -90246 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 3425 | 1458 | 1967 | 3425 | 1458 | 1967 |
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 | 322302 | -175038 | -293013 | -351584 | -763611 | -310149 |
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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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