Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227742.5436 | 20815.0619 | 206927.4818 | 160138.8261 | -106392.6847 | 266531.5108 |
Total P&L (%) | 227.7425 | 20.8151 | 206.9275 | 160.1388 | -106.3927 | 266.5315 |
Avg Daily Profit (%) | 0.1505 | 0.0138 | 0.1368 | 0.0632 | 0 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76242 | -99840 | -62523 | -116663 | -160938 | -84820 |
Profit Factor | 1.5392 | 1.0696 | 2.6804 | 1.2414 | 0.7799 | 2.4812 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 55.914 | 44.6809 | 67.3913 | 55.914 | 44.6809 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.2136 | 1.3242 | 1.297 | 0.9788 | 0.9656 | 1.2006 |
Largest Winning Trade | 39457 | 39457 | 36780 | 62904 | 62904 | 59619 |
Largest Losing Trade | -58057 | -58057 | -42416 | -116663 | -116663 | -65539 |
Avg Bars in Trades | 62 | 69 | 55 | 62 | 69 | 55 |
Avg Bars in Winners | 50 | 56 | 46 | 50 | 56 | 46 |
Avg Bars in Losers | 77 | 79 | 73 | 77 | 79 | 73 |
Bars Traded | 5778 | 3245 | 2533 | 5778 | 3245 | 2533 |
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 | 351298 | -326812 | -4121 | -109453 | -582765 | -72344 |
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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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