Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290283.6773 | 186652.6195 | 103631.0578 | 152260.1517 | 169384.6021 | -17124.4504 |
Total P&L (%) | 290.2837 | 186.6526 | 103.6311 | 152.2602 | 169.3846 | -17.1245 |
Avg Daily Profit (%) | 0.2145 | 0.1379 | 0.0766 | 0.0684 | 0.0732 | -0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66872 | -43199 | -98381 | -150398 | -61185 | -243924 |
Profit Factor | 1.6971 | 1.95 | 1.4711 | 1.183 | 1.4883 | 0.9647 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 50 | 51.0638 | 48.9362 | 50 | 51.0638 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6971 | 1.8688 | 1.5351 | 1.183 | 1.4262 | 1.0067 |
Largest Winning Trade | 185645 | 185645 | 66128 | 192352 | 192352 | 131919 |
Largest Losing Trade | -41726 | -33454 | -41726 | -123496 | -50653 | -123496 |
Avg Bars in Trades | 53 | 45 | 62 | 53 | 45 | 62 |
Avg Bars in Winners | 71 | 44 | 100 | 71 | 44 | 100 |
Avg Bars in Losers | 35 | 45 | 25 | 35 | 45 | 25 |
Bars Traded | 5044 | 2115 | 2929 | 5044 | 2115 | 2929 |
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 | 403596 | -5011 | -88811 | -120623 | -93696 | -579443 |
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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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