Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228398.861 | 55241.0059 | 173157.8551 | 113260.4703 | 14395.8727 | 98864.5976 |
Total P&L (%) | 228.3989 | 55.241 | 173.1579 | 113.2605 | 14.3959 | 98.8646 |
Avg Daily Profit (%) | 0.1544 | 0.0374 | 0.1171 | 0.0512 | 0.0091 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92712 | -71408 | -51695 | -467039 | -311532 | -272028 |
Profit Factor | 1.4538 | 1.2122 | 1.7125 | 1.0659 | 1.0173 | 1.1118 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 47.0588 | 39.2157 | 54.902 | 47.0588 | 39.2157 | 54.902 |
Ratio Avg Win / Avg Loss | 1.6355 | 1.879 | 1.4067 | 1.1991 | 1.5768 | 0.9132 |
Largest Winning Trade | 76319 | 72091 | 76319 | 239919 | 239919 | 200455 |
Largest Losing Trade | -32115 | -19207 | -32115 | -174758 | -89143 | -174758 |
Avg Bars in Trades | 40 | 28 | 51 | 40 | 28 | 51 |
Avg Bars in Winners | 59 | 40 | 72 | 59 | 40 | 72 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 4081 | 1435 | 2646 | 4081 | 1435 | 2646 |
Profit Streak | 0 | 0 | 19.3492 | 0 | 0 | 19.3492 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305788 | -327303 | -213429 | -273428 | -594100 | -408945 |
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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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