Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229888.5826 | 78740.3517 | 151148.2309 | 140074.3627 | -106970.454 | 247044.8167 |
Total P&L (%) | 229.8886 | 78.7404 | 151.1482 | 140.0744 | -106.9705 | 247.0448 |
Avg Daily Profit (%) | 0.1551 | 0.0531 | 0.102 | 0.0591 | 0 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96719 | -94013 | -28645 | -586686 | -558759 | -93340 |
Profit Factor | 1.6228 | 1.2975 | 2.4477 | 1.121 | 0.8783 | 1.8865 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 57.4468 | 57.4468 | 57.4468 | 57.4468 | 57.4468 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.2021 | 0.9611 | 1.8131 | 0.8303 | 0.6506 | 1.3974 |
Largest Winning Trade | 74241 | 74241 | 32377 | 114869 | 114869 | 101742 |
Largest Losing Trade | -64877 | -64877 | -23497 | -473447 | -473447 | -78279 |
Avg Bars in Trades | 26 | 33 | 20 | 26 | 33 | 20 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 35 | 48 | 22 | 35 | 48 | 22 |
Bars Traded | 2535 | 1573 | 962 | 2535 | 1573 | 962 |
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 | 384928 | -122516 | -50832 | -201627 | -579731 | -77018 |
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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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