Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289608.6137 | 57998.7587 | 231609.855 | 483799.3025 | -20793.6857 | 504592.9881 |
Total P&L (%) | 289.6086 | 57.9988 | 231.6099 | 483.7993 | -20.7937 | 504.593 |
Avg Daily Profit (%) | 0.2237 | 0.0448 | 0.1789 | 0.1364 | -0.018 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115231 | -94294 | -67005 | -267185 | -274261 | -143742 |
Profit Factor | 1.7746 | 1.2374 | 2.7885 | 1.3962 | 0.9754 | 2.3428 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 43.6782 | 31.8182 | 55.814 | 43.6782 | 31.8182 | 55.814 |
Ratio Avg Win / Avg Loss | 2.2884 | 2.6515 | 2.2075 | 1.8004 | 2.0901 | 1.8547 |
Largest Winning Trade | 61043 | 55187 | 61043 | 245013 | 245013 | 158056 |
Largest Losing Trade | -24703 | -17524 | -24703 | -124686 | -103284 | -124686 |
Avg Bars in Trades | 57 | 50 | 65 | 57 | 50 | 65 |
Avg Bars in Winners | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 5007 | 2210 | 2797 | 5007 | 2210 | 2797 |
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 | 322669 | -140067 | 488422 | -11393 | -585012 | -1657 |
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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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