Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245505.1366 | 68137.9007 | 177367.2359 | 80057.6983 | -129987.9152 | 210045.6135 |
Total P&L (%) | 245.5051 | 68.1379 | 177.3672 | 80.0577 | -129.9879 | 210.0456 |
Avg Daily Profit (%) | 0.1604 | 0.0445 | 0.1159 | 0.0384 | 0 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57938 | -127344 | -55181 | -129625 | -250500 | -122865 |
Profit Factor | 1.4751 | 1.2028 | 1.981 | 1.0805 | 0.7988 | 1.6033 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 46.4286 | 38.0952 | 54.7619 | 46.4286 | 38.0952 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.702 | 1.9546 | 1.6365 | 1.2467 | 1.2981 | 1.3244 |
Largest Winning Trade | 159898 | 159898 | 64620 | 120512 | 120512 | 70458 |
Largest Losing Trade | -32015 | -32015 | -24631 | -79598 | -79598 | -55582 |
Avg Bars in Trades | 215 | 181 | 248 | 215 | 181 | 248 |
Avg Bars in Winners | 296 | 254 | 325 | 296 | 254 | 325 |
Avg Bars in Losers | 144 | 136 | 155 | 144 | 136 | 155 |
Bars Traded | 18064 | 7624 | 10440 | 18064 | 7624 | 10440 |
Profit Streak | 0 | 0 | 47.2606 | 0 | 0 | 47.2606 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301788 | -137562 | -33321 | -274697 | -583697 | -91059 |
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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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