Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483283.4511 | 379437.0219 | 103846.4292 | 223891.8857 | -176085.3349 | 399977.2206 |
Total P&L (%) | 483.2835 | 379.437 | 103.8464 | 223.8919 | -176.0853 | 399.9772 |
Avg Daily Profit (%) | 0.2223 | 0.1745 | 0.0478 | 0.0541 | 0 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131017 | -159305 | -27896 | -2009508 | -2021855 | -407009 |
Profit Factor | 2.0819 | 1.9353 | 3.533 | 1.0552 | 0.9511 | 1.8749 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 60.4938 | 50 | 70.7317 | 60.4938 | 50 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.3596 | 1.9353 | 1.4619 | 0.6891 | 0.9511 | 0.7758 |
Largest Winning Trade | 231325 | 231325 | 38270 | 1064075 | 1064075 | 134186 |
Largest Losing Trade | -58150 | -58150 | -20681 | -812317 | -812317 | -252867 |
Avg Bars in Trades | 50 | 97 | 3 | 50 | 97 | 3 |
Avg Bars in Winners | 43 | 102 | 3 | 43 | 102 | 3 |
Avg Bars in Losers | 59 | 92 | 4 | 59 | 92 | 4 |
Bars Traded | 4052 | 3907 | 145 | 4052 | 3907 | 145 |
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 | -3980 | 399849 | -120507 | -296819 | -580749 | -90282 |
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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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