Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383864.4272 | 188545.9961 | 195318.4311 | 217990.5551 | -125881.2958 | 343871.8509 |
Total P&L (%) | 383.8644 | 188.546 | 195.3184 | 217.9906 | -125.8813 | 343.8719 |
Avg Daily Profit (%) | 0.2299 | 0.1129 | 0.117 | 0.0693 | 0 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187063 | -172696 | -55647 | -499830 | -509895 | -88728 |
Profit Factor | 1.735 | 1.5786 | 1.9945 | 1.1609 | 0.8678 | 1.8553 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 60 | 55.7692 | 64.1509 | 60 | 55.7692 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.1567 | 1.252 | 1.1146 | 0.774 | 0.6883 | 1.0368 |
Largest Winning Trade | 136289 | 136289 | 54734 | 134420 | 134420 | 84215 |
Largest Losing Trade | -59181 | -59181 | -55647 | -279645 | -279645 | -71986 |
Avg Bars in Trades | 44 | 59 | 29 | 44 | 59 | 29 |
Avg Bars in Winners | 36 | 43 | 30 | 36 | 43 | 30 |
Avg Bars in Losers | 56 | 80 | 26 | 56 | 80 | 26 |
Bars Traded | 4644 | 3104 | 1540 | 4644 | 3104 | 1540 |
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 | 418682 | -219761 | -212097 | -143982 | -760085 | -249271 |
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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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