Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182197.5456 | 37583.4176 | 144614.128 | 61982.5143 | -140382.5249 | 202365.0392 |
Total P&L (%) | 182.1975 | 37.5834 | 144.6141 | 61.9825 | -140.3825 | 202.365 |
Avg Daily Profit (%) | 0.1749 | 0.0361 | 0.1389 | 0.0463 | 0 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104462 | -106764 | -55248 | -219788 | -316497 | -111927 |
Profit Factor | 1.2547 | 1.1041 | 1.4081 | 1.0374 | 0.834 | 1.2495 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 50.8197 | 50 | 51.6484 | 50.8197 | 50 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.2142 | 1.1041 | 1.3182 | 1.004 | 0.834 | 1.1698 |
Largest Winning Trade | 58072 | 58072 | 52374 | 101985 | 68392 | 101985 |
Largest Losing Trade | -30141 | -24439 | -30141 | -91987 | -58000 | -91987 |
Avg Bars in Trades | 21 | 14 | 29 | 21 | 14 | 29 |
Avg Bars in Winners | 23 | 12 | 33 | 23 | 12 | 33 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 4000 | 1316 | 2684 | 4000 | 1316 | 2684 |
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 | 308022 | -253169 | -6745 | -309607 | -580808 | -51125 |
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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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