Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391094.2865 | 166117.552 | 224976.7346 | 479843.6109 | -503256.6826 | 983100.2935 |
Total P&L (%) | 391.0943 | 166.1176 | 224.9767 | 479.8436 | -503.2567 | 983.1003 |
Avg Daily Profit (%) | 0.2158 | 0.0917 | 0.1241 | 0.097 | 0 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104717 | -117363 | -64862 | -869527 | -753668 | -451427 |
Profit Factor | 1.6537 | 1.4544 | 1.9668 | 1.1385 | 0.7785 | 1.8248 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 51.5152 | 46 | 57.1429 | 51.5152 | 46 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5564 | 1.7074 | 1.4751 | 1.0715 | 0.9139 | 1.3686 |
Largest Winning Trade | 81515 | 81515 | 52297 | 282108 | 236162 | 282108 |
Largest Losing Trade | -35290 | -30874 | -35290 | -288618 | -288618 | -204051 |
Avg Bars in Trades | 102 | 66 | 138 | 102 | 66 | 138 |
Avg Bars in Winners | 125 | 76 | 165 | 125 | 76 | 165 |
Avg Bars in Losers | 77 | 58 | 101 | 77 | 58 | 101 |
Bars Traded | 10111 | 3343 | 6768 | 10111 | 3343 | 6768 |
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 | 408537 | -250054 | -23628 | -131132 | -762388 | -13611 |
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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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