Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278831.109 | 9077.2433 | 269753.8657 | 315286.4683 | -141288.2347 | 456574.7031 |
Total P&L (%) | 278.8311 | 9.0772 | 269.7539 | 315.2865 | -141.2882 | 456.5747 |
Avg Daily Profit (%) | 0.1829 | 0.006 | 0.177 | 0.0935 | 0 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85388 | -80449 | -66269 | -227961 | -241812 | -156951 |
Profit Factor | 1.5691 | 1.03 | 2.4422 | 1.275 | 0.8082 | 2.1143 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 50.5263 | 44.6809 | 56.25 | 50.5263 | 44.6809 | 56.25 |
Ratio Avg Win / Avg Loss | 1.5364 | 1.2752 | 1.8995 | 1.2485 | 1.0006 | 1.6445 |
Largest Winning Trade | 62767 | 51913 | 62767 | 92084 | 92084 | 90864 |
Largest Losing Trade | -38320 | -38320 | -20181 | -71222 | -71222 | -65461 |
Avg Bars in Trades | 92 | 83 | 101 | 92 | 83 | 101 |
Avg Bars in Winners | 118 | 109 | 125 | 118 | 109 | 125 |
Avg Bars in Losers | 65 | 61 | 70 | 65 | 61 | 70 |
Bars Traded | 8778 | 3904 | 4874 | 8778 | 3904 | 4874 |
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 | 382897 | -540195 | 467165 | -67942 | -581098 | -37631 |
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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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