Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342778.0145 | 309862.8385 | 32915.1759 | -89081.4408 | -167065.6428 | 77984.202 |
Total P&L (%) | 342.778 | 309.8628 | 32.9152 | -89.0814 | -167.0656 | 77.9842 |
Avg Daily Profit (%) | 0.1785 | 0.1613 | 0.0171 | -0.1152 | 0 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148706 | -110170 | -105645 | -783371 | -629806 | -286905 |
Profit Factor | 1.5464 | 1.9259 | 1.1125 | 0.9599 | 0.8751 | 1.0879 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.8571 | 45.2381 | 40.4762 | 42.8571 | 45.2381 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.0618 | 2.3313 | 1.636 | 1.2799 | 1.0593 | 1.5999 |
Largest Winning Trade | 335118 | 335118 | 58738 | 292898 | 292898 | 169416 |
Largest Losing Trade | -95891 | -40918 | -95891 | -254806 | -218383 | -254806 |
Avg Bars in Trades | 84 | 98 | 71 | 84 | 98 | 71 |
Avg Bars in Winners | 102 | 108 | 94 | 102 | 108 | 94 |
Avg Bars in Losers | 71 | 89 | 54 | 71 | 89 | 54 |
Bars Traded | 7106 | 4121 | 2985 | 7106 | 4121 | 2985 |
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 | 273036 | 329009 | -272183 | -581664 | -580919 | -279135 |
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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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