Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373183.0269 | 213157.7025 | 160025.3244 | 437053.0833 | -10606.6439 | 447659.7272 |
Total P&L (%) | 373.183 | 213.1577 | 160.0253 | 437.0531 | -10.6066 | 447.6597 |
Avg Daily Profit (%) | 0.1956 | 0.1117 | 0.0839 | 0.0882 | -0.0059 | 0.0892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80219 | -103432 | -77768 | -561200 | -515068 | -113077 |
Profit Factor | 1.8846 | 1.822 | 1.9845 | 1.3258 | 0.9891 | 2.2064 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 44.086 | 39.1304 | 48.9362 | 44.086 | 39.1304 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.3902 | 2.8342 | 2.0708 | 1.6815 | 1.5386 | 2.3024 |
Largest Winning Trade | 134122 | 134122 | 50644 | 340504 | 340504 | 129980 |
Largest Losing Trade | -42987 | -27961 | -42987 | -214247 | -214247 | -55292 |
Avg Bars in Trades | 35 | 55 | 15 | 35 | 55 | 15 |
Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Losers | 45 | 75 | 11 | 45 | 75 | 11 |
Bars Traded | 3324 | 2575 | 749 | 3324 | 2575 | 749 |
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 | 327941 | -44507 | -77233 | -75957 | -582153 | -69746 |
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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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