Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244153.8493 | 14433.3443 | 229720.505 | 232109.2562 | -107958.8367 | 340068.0929 |
Total P&L (%) | 244.1538 | 14.4333 | 229.7205 | 232.1093 | -107.9588 | 340.0681 |
Avg Daily Profit (%) | 0.1602 | 0.0095 | 0.1507 | 0.0788 | 0 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72897 | -59644 | -32309 | -347231 | -316226 | -147159 |
Profit Factor | 1.5667 | 1.0531 | 2.4445 | 1.1579 | 0.8773 | 1.5761 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 31.6327 | 20.4082 | 42.8571 | 31.6327 | 20.4082 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.3862 | 4.1071 | 3.2593 | 2.5025 | 3.4214 | 2.1014 |
Largest Winning Trade | 75865 | 75865 | 75596 | 220215 | 220215 | 154189 |
Largest Losing Trade | -17276 | -17276 | -11913 | -68930 | -68930 | -57312 |
Avg Bars in Trades | 182 | 126 | 238 | 182 | 126 | 238 |
Avg Bars in Winners | 414 | 339 | 449 | 414 | 339 | 449 |
Avg Bars in Losers | 74 | 71 | 79 | 74 | 71 | 79 |
Bars Traded | 17854 | 6182 | 11672 | 17854 | 6182 | 11672 |
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 | 116072 | -419261 | 330357 | -140361 | -628234 | -62897 |
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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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