Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315344.937 | 92538.3775 | 222806.5595 | 165771.4869 | -188620.5371 | 354392.0239 |
Total P&L (%) | 315.3449 | 92.5384 | 222.8066 | 165.7715 | -188.6205 | 354.392 |
Avg Daily Profit (%) | 0.2044 | 0.06 | 0.1444 | 0.0634 | 0 | 0.0982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84671 | -94753 | -88786 | -382333 | -390309 | -377184 |
Profit Factor | 1.3314 | 1.1772 | 1.519 | 1.0521 | 0.8903 | 1.2421 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 48.4536 | 43.299 | 53.6082 | 48.4536 | 43.299 | 53.6082 |
Ratio Avg Win / Avg Loss | 1.4164 | 1.5416 | 1.3145 | 1.1192 | 1.1659 | 1.0749 |
Largest Winning Trade | 133959 | 133959 | 58594 | 133959 | 133959 | 85874 |
Largest Losing Trade | -32684 | -23400 | -32684 | -129023 | -95388 | -129023 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 37 | 27 | 46 | 37 | 27 | 46 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 6044 | 2548 | 3496 | 6044 | 2548 | 3496 |
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 | 300557 | -139955 | 48624 | -271131 | -581734 | -62009 |
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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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