Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360966.2949 | 97179.243 | 263787.0519 | 226455.0966 | 55653.2339 | 170801.8627 |
Total P&L (%) | 360.9663 | 97.1792 | 263.7871 | 226.4551 | 55.6532 | 170.8019 |
Avg Daily Profit (%) | 0.243 | 0.0654 | 0.1776 | 0.0797 | 0.0298 | 0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137192 | -56016 | -92834 | -1131101 | -410825 | -759939 |
Profit Factor | 1.9776 | 1.5372 | 2.4004 | 1.1324 | 1.0747 | 1.1769 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 60.7843 | 54.902 | 66.6667 | 60.7843 | 54.902 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2759 | 1.2627 | 1.2002 | 0.7306 | 0.8828 | 0.5884 |
Largest Winning Trade | 49202 | 39220 | 49202 | 152136 | 113612 | 152136 |
Largest Losing Trade | -91297 | -20337 | -91297 | -745317 | -242769 | -745317 |
Avg Bars in Trades | 54 | 31 | 76 | 54 | 31 | 76 |
Avg Bars in Winners | 46 | 26 | 63 | 46 | 26 | 63 |
Avg Bars in Losers | 65 | 36 | 103 | 65 | 36 | 103 |
Bars Traded | 5510 | 1588 | 3922 | 5510 | 1588 | 3922 |
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 | 442938 | -283467 | -167003 | -161442 | -473446 | -308866 |
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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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