Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225606.6624 | 105523.0663 | 120083.5961 | 25494.7031 | -61608.4821 | 87103.1852 |
Total P&L (%) | 225.6067 | 105.5231 | 120.0836 | 25.4947 | -61.6085 | 87.1032 |
Avg Daily Profit (%) | 0.2192 | 0.1025 | 0.1167 | 0.0221 | -0.093 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126427 | -93057 | -90013 | -330136 | -321305 | -166609 |
Profit Factor | 1.3946 | 1.3707 | 1.4182 | 1.0221 | 0.9018 | 1.1648 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 51.087 | 41.3043 | 60.8696 | 51.087 | 41.3043 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.3352 | 1.9478 | 0.9117 | 0.9786 | 1.2815 | 0.7488 |
Largest Winning Trade | 128414 | 128414 | 39543 | 156481 | 156481 | 70184 |
Largest Losing Trade | -50249 | -40444 | -50249 | -150229 | -150229 | -137137 |
Avg Bars in Trades | 42 | 47 | 36 | 42 | 47 | 36 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 46 | 53 | 36 | 46 | 53 | 36 |
Bars Traded | 3880 | 2197 | 1684 | 3880 | 2197 | 1684 |
Profit Streak | 0 | 0 | 60.2067 | 0 | 0 | 60.2067 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318008 | -57755 | -36025 | -364430 | -582419 | -150469 |
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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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