Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271870.2228 | 29067.5087 | 242802.7141 | 228890.4714 | -132823.774 | 361714.2454 |
Total P&L (%) | 271.8702 | 29.0675 | 242.8027 | 228.8905 | -132.8238 | 361.7142 |
Avg Daily Profit (%) | 0.1775 | 0.019 | 0.1585 | 0.0778 | 0 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103691 | -58210 | -56510 | -686335 | -562898 | -401926 |
Profit Factor | 1.5692 | 1.1176 | 2.0534 | 1.0929 | 0.8887 | 1.2847 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 39.7959 | 32.6531 | 46.9388 | 39.7959 | 32.6531 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.3738 | 2.305 | 2.3212 | 1.6534 | 1.8328 | 1.4522 |
Largest Winning Trade | 77621 | 77621 | 71910 | 316355 | 316355 | 252116 |
Largest Losing Trade | -37478 | -25670 | -37478 | -248348 | -248348 | -216845 |
Avg Bars in Trades | 91 | 66 | 116 | 91 | 66 | 116 |
Avg Bars in Winners | 167 | 125 | 197 | 167 | 125 | 197 |
Avg Bars in Losers | 40 | 38 | 44 | 40 | 38 | 44 |
Bars Traded | 8961 | 3268 | 5693 | 8961 | 3268 | 5693 |
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 | 236207 | -267403 | 362720 | -210046 | -584649 | -60675 |
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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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