Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420197.1516 | 307172.0699 | 113025.0816 | 137129.5679 | -198654.5431 | 335784.111 |
Total P&L (%) | 420.1972 | 307.1721 | 113.0251 | 137.1296 | -198.6545 | 335.7841 |
Avg Daily Profit (%) | 0.2401 | 0.1755 | 0.0646 | 0.0493 | 0 | 0.0841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116947 | -147565 | -50124 | -542026 | -566162 | -194313 |
Profit Factor | 1.7186 | 1.8501 | 1.5058 | 1.0651 | 0.8522 | 1.4412 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 43.6782 | 31.8182 | 55.814 | 43.6782 | 31.8182 | 55.814 |
Ratio Avg Win / Avg Loss | 2.216 | 3.9646 | 1.1921 | 1.3735 | 1.8262 | 1.141 |
Largest Winning Trade | 212276 | 212276 | 65949 | 233390 | 233390 | 169134 |
Largest Losing Trade | -30729 | -30729 | -24175 | -134998 | -116698 | -134998 |
Avg Bars in Trades | 78 | 66 | 90 | 78 | 66 | 90 |
Avg Bars in Winners | 111 | 110 | 111 | 111 | 110 | 111 |
Avg Bars in Losers | 53 | 45 | 65 | 53 | 45 | 65 |
Bars Traded | 6834 | 2925 | 3909 | 6834 | 2925 | 3909 |
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 | 323804 | 140776 | -104557 | -278113 | -585012 | -78873 |
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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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