Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192931.9418 | 81430.2434 | 111501.6984 | 92288.4277 | -22274.0118 | 114562.4395 |
Total P&L (%) | 192.9319 | 81.4302 | 111.5017 | 92.2884 | -22.274 | 114.5624 |
Avg Daily Profit (%) | 0.1722 | 0.0727 | 0.0995 | 0.0584 | -0.0225 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57477 | -58882 | -61313 | -90112 | -74141 | -86746 |
Profit Factor | 1.4625 | 1.3839 | 1.5437 | 1.165 | 0.9248 | 1.4354 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 46.9388 | 40.8163 | 53.0612 | 46.9388 | 40.8163 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.6532 | 2.0067 | 1.3656 | 1.317 | 1.341 | 1.2698 |
Largest Winning Trade | 116314 | 116314 | 40493 | 59331 | 59331 | 56375 |
Largest Losing Trade | -46557 | -18048 | -46557 | -86056 | -28458 | -86056 |
Avg Bars in Trades | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Winners | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 4294 | 2209 | 2085 | 4294 | 2209 | 2085 |
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 | 311100 | -97676 | -58058 | -154932 | -582586 | -100527 |
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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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