Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221041.5209 | 57027.8363 | 164013.6846 | 193638.0493 | -8270.0907 | 201908.1399 |
Total P&L (%) | 221.0415 | 57.0278 | 164.0137 | 193.638 | -8.2701 | 201.9081 |
Avg Daily Profit (%) | 0.2133 | 0.055 | 0.1583 | 0.104 | -0.0083 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75672 | -94879 | -41869 | -197460 | -214529 | -99398 |
Profit Factor | 1.5736 | 1.2087 | 2.4628 | 1.2142 | 0.987 | 1.7548 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 55.4348 | 43.4783 | 67.3913 | 55.4348 | 43.4783 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.2651 | 1.5713 | 1.1917 | 0.9761 | 1.2831 | 0.8491 |
Largest Winning Trade | 87471 | 87471 | 36503 | 184639 | 184639 | 38602 |
Largest Losing Trade | -48368 | -48368 | -25520 | -120297 | -120297 | -64669 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Losers | 40 | 48 | 27 | 40 | 48 | 27 |
Bars Traded | 3821 | 2078 | 1743 | 3821 | 2078 | 1743 |
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 | 375865 | -122119 | 474286 | -55291 | -581573 | -47679 |
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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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