Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365577.5434 | 133701.7051 | 231875.8384 | 407966.3788 | -210223.632 | 618190.0108 |
Total P&L (%) | 365.5775 | 133.7017 | 231.8758 | 407.9664 | -210.2236 | 618.19 |
Avg Daily Profit (%) | 0.2097 | 0.0767 | 0.133 | 0.0933 | 0 | 0.1131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86283 | -122649 | -36927 | -421062 | -433046 | -168919 |
Profit Factor | 1.6483 | 1.3502 | 2.2729 | 1.2068 | 0.8419 | 1.9605 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 52.381 | 42.8571 | 61.9048 | 52.381 | 42.8571 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.4984 | 1.8003 | 1.3987 | 1.0971 | 1.1225 | 1.2065 |
Largest Winning Trade | 122896 | 122896 | 53880 | 256537 | 256537 | 173478 |
Largest Losing Trade | -41163 | -41163 | -34103 | -358756 | -358756 | -165264 |
Avg Bars in Trades | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Winners | 50 | 53 | 48 | 50 | 53 | 48 |
Avg Bars in Losers | 28 | 32 | 22 | 28 | 32 | 22 |
Bars Traded | 5035 | 2610 | 2425 | 5035 | 2610 | 2425 |
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 | 372842 | -238803 | -157419 | -68313 | -728847 | -184068 |
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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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