Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348822.0277 | 298714.4346 | 50107.5931 | 109955.8925 | -49449.1087 | 159405.0011 |
Total P&L (%) | 348.822 | 298.7144 | 50.1076 | 109.9559 | -49.4491 | 159.405 |
Avg Daily Profit (%) | 0.1955 | 0.1674 | 0.0281 | 0.0416 | -0.0382 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84338 | -76877 | -95355 | -399413 | -311744 | -110456 |
Profit Factor | 1.6072 | 2.0978 | 1.1657 | 1.1061 | 0.9166 | 1.359 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 48.5714 | 45.7143 | 51.4286 | 48.5714 | 45.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.7017 | 2.4912 | 1.1009 | 1.1711 | 1.0884 | 1.2835 |
Largest Winning Trade | 144822 | 144822 | 68833 | 147269 | 108796 | 147269 |
Largest Losing Trade | -58968 | -30732 | -58968 | -187275 | -187275 | -71347 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 68 | 78 | 59 | 68 | 78 | 59 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 3468 | 1874 | 1594 | 3468 | 1874 | 1594 |
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 | -88708 | 347597 | -194773 | -340554 | -580787 | -120925 |
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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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