Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333126.0433 | 136467.1626 | 196658.8806 | 218276.5629 | -635189.9406 | 853466.5036 |
Total P&L (%) | 333.126 | 136.4672 | 196.6589 | 218.2766 | -635.1899 | 853.4665 |
Avg Daily Profit (%) | 0.2243 | 0.0919 | 0.1324 | 0.078 | 0 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132113 | -98003 | -58076 | -1708824 | -1629217 | -454749 |
Profit Factor | 1.6206 | 1.3984 | 2.0122 | 1.0658 | 0.731 | 1.8914 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 49.4949 | 42 | 57.1429 | 49.4949 | 42 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6537 | 1.9312 | 1.5092 | 1.0875 | 1.0094 | 1.4185 |
Largest Winning Trade | 125092 | 125092 | 58357 | 527531 | 527531 | 519892 |
Largest Losing Trade | -44690 | -44690 | -42822 | -699387 | -699387 | -327008 |
Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 24 | 28 | 17 | 24 | 28 | 17 |
Bars Traded | 2798 | 1544 | 1254 | 2798 | 1544 | 1254 |
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 | 404714 | -251646 | -11109 | -236644 | -762277 | 410637 |
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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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