Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372367.054 | 267606.7547 | 104760.2993 | 68217.4534 | 117379.6391 | -49162.1857 |
Total P&L (%) | 372.3671 | 267.6068 | 104.7603 | 68.2175 | 117.3796 | -49.1622 |
Avg Daily Profit (%) | 0.1944 | 0.1397 | 0.0547 | 0.0272 | 0.0405 | -0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159856 | -82687 | -117778 | -817844 | -446797 | -645223 |
Profit Factor | 1.5669 | 1.9922 | 1.2706 | 1.0232 | 1.0975 | 0.9717 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 56.1798 | 50 | 62.2222 | 56.1798 | 50 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.2222 | 1.9922 | 0.7714 | 0.7981 | 1.0975 | 0.59 |
Largest Winning Trade | 158889 | 158889 | 43487 | 261235 | 261235 | 156997 |
Largest Losing Trade | -57147 | -26973 | -57147 | -479340 | -174665 | -479340 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 67 | 56 | 75 | 67 | 56 | 75 |
Avg Bars in Losers | 54 | 58 | 49 | 54 | 58 | 49 |
Bars Traded | 5498 | 2534 | 2963 | 5498 | 2534 | 2963 |
Profit Streak | 0 | 113.4138 | 0 | 0 | 113.4138 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371750 | -1746 | -120003 | -352365 | -251056 | -579127 |
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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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