Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356682.1453 | 281512.67 | 75169.4753 | 135685.0355 | -1145.3931 | 136830.4286 |
Total P&L (%) | 356.6821 | 281.5127 | 75.1695 | 135.685 | -1.1454 | 136.8304 |
Avg Daily Profit (%) | 0.1894 | 0.1495 | 0.0399 | 0.0455 | -0.0006 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68311 | -72691 | -66700 | -259903 | -275231 | -170014 |
Profit Factor | 1.5385 | 1.7858 | 1.2471 | 1.085 | 0.9988 | 1.2036 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 54.918 | 49.1803 | 60.6557 | 54.918 | 49.1803 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.2629 | 1.8454 | 0.809 | 0.8906 | 1.0321 | 0.7807 |
Largest Winning Trade | 176308 | 176308 | 40961 | 179286 | 179286 | 110750 |
Largest Losing Trade | -40493 | -40493 | -39928 | -127585 | -127585 | -95414 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 25 | 22 | 30 | 25 | 22 | 30 |
Bars Traded | 3607 | 1513 | 2094 | 3607 | 1513 | 2094 |
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 | 371192 | -151804 | -301784 | -259583 | -740832 | -294213 |
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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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