Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315630.3247 | 53260.4811 | 262369.8436 | 433801.4037 | -20550.0607 | 454351.4644 |
Total P&L (%) | 315.6303 | 53.2605 | 262.3698 | 433.8014 | -20.5501 | 454.3515 |
Avg Daily Profit (%) | 0.2061 | 0.0348 | 0.1714 | 0.1095 | -0.015 | 0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101373 | -73082 | -46412 | -360400 | -255892 | -174204 |
Profit Factor | 1.6481 | 1.1888 | 2.28 | 1.2755 | 0.9765 | 1.6502 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 58 | 36 | 22 | 58 | 36 | 22 |
Profitability (%) | 47.7477 | 34.5455 | 60.7143 | 47.7477 | 34.5455 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.8036 | 2.2525 | 1.4753 | 1.3958 | 1.8503 | 1.0678 |
Largest Winning Trade | 71814 | 59875 | 71814 | 178267 | 177803 | 178267 |
Largest Losing Trade | -37186 | -29234 | -37186 | -173944 | -102037 | -173944 |
Avg Bars in Trades | 162 | 120 | 203 | 162 | 120 | 203 |
Avg Bars in Winners | 209 | 148 | 243 | 209 | 148 | 243 |
Avg Bars in Losers | 119 | 105 | 142 | 119 | 105 | 142 |
Bars Traded | 18006 | 6614 | 11392 | 18006 | 6614 | 11392 |
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 | 367698 | -345585 | -168060 | -47519 | -764343 | -220232 |
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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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