Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371114.5624 | 389413.4831 | -18298.9207 | -26886.2064 | 13331.4333 | -40217.6397 |
Total P&L (%) | 371.1146 | 389.4135 | -18.2989 | -26.8862 | 13.3314 | -40.2176 |
Avg Daily Profit (%) | 0.1578 | 0.1655 | -0.0078 | -0.0133 | 0.0053 | -0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131479 | -74412 | -178845 | -121844 | -47743 | -135438 |
Profit Factor | 1.529 | 2.1602 | 0.95 | 0.9449 | 1.0584 | 0.8449 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 38.7755 | 42.8571 | 34.6939 | 38.7755 | 42.8571 | 34.6939 |
Ratio Avg Win / Avg Loss | 2.4142 | 2.8803 | 1.7882 | 1.4919 | 1.4112 | 1.5905 |
Largest Winning Trade | 289865 | 289865 | 65918 | 67778 | 67778 | 42036 |
Largest Losing Trade | -44270 | -44270 | -42333 | -41763 | -41763 | -34231 |
Avg Bars in Trades | 69 | 65 | 74 | 69 | 65 | 74 |
Avg Bars in Winners | 109 | 98 | 124 | 109 | 98 | 124 |
Avg Bars in Losers | 44 | 40 | 47 | 44 | 40 | 47 |
Bars Traded | 6829 | 3202 | 3627 | 6829 | 3202 | 3627 |
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 | 207020 | 315160 | -583856 | -583215 | -406821 | -583856 |
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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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