Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389015.0852 | 164701.4148 | 224313.6703 | 462593.9301 | -87641.4351 | 550235.3652 |
Total P&L (%) | 389.0151 | 164.7014 | 224.3137 | 462.5939 | -87.6414 | 550.2354 |
Avg Daily Profit (%) | 0.2342 | 0.0992 | 0.1351 | 0.1041 | -0.1258 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162806 | -167890 | -48900 | -415135 | -421946 | -102523 |
Profit Factor | 1.7672 | 1.4748 | 2.4004 | 1.3437 | 0.914 | 2.6833 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 56.5217 | 45.614 | 67.2414 | 56.5217 | 45.614 | 67.2414 |
Ratio Avg Win / Avg Loss | 1.3594 | 1.7584 | 1.1694 | 1.0336 | 1.0898 | 1.3073 |
Largest Winning Trade | 72530 | 72530 | 49443 | 122112 | 122112 | 96806 |
Largest Losing Trade | -56183 | -56183 | -48900 | -415135 | -415135 | -77824 |
Avg Bars in Trades | 52 | 64 | 40 | 52 | 64 | 40 |
Avg Bars in Winners | 42 | 51 | 36 | 42 | 51 | 36 |
Avg Bars in Losers | 65 | 75 | 49 | 65 | 75 | 49 |
Bars Traded | 6035 | 3676 | 2359 | 6035 | 3676 | 2359 |
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 | 406959 | -240073 | -187074 | -52548 | -760872 | -215810 |
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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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