Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102987.0988 | 11036.332 | 91950.7668 | 64723.1857 | -17915.7737 | 82638.9593 |
Total P&L (%) | 102.9871 | 11.0363 | 91.9508 | 64.7232 | -17.9158 | 82.639 |
Avg Daily Profit (%) | 0.1977 | 0.0212 | 0.1765 | 0.0959 | -0.0379 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52710 | -61586 | -40328 | -59010 | -78713 | -47167 |
Profit Factor | 1.3233 | 1.0596 | 1.6898 | 1.1555 | 0.927 | 1.4833 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 43.5294 | 37.2093 | 50 | 43.5294 | 37.2093 | 50 |
Ratio Avg Win / Avg Loss | 1.7167 | 1.788 | 1.6898 | 1.499 | 1.5643 | 1.4833 |
Largest Winning Trade | 38219 | 38219 | 33478 | 51556 | 51556 | 33901 |
Largest Losing Trade | -18308 | -18308 | -12767 | -28930 | -28930 | -16483 |
Avg Bars in Trades | 284 | 281 | 288 | 284 | 281 | 288 |
Avg Bars in Winners | 436 | 475 | 406 | 436 | 475 | 406 |
Avg Bars in Losers | 168 | 167 | 169 | 168 | 167 | 169 |
Bars Traded | 24223 | 12114 | 12109 | 24223 | 12114 | 12109 |
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 | 218923 | -457458 | 363482 | -117700 | -583492 | -37838 |
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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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