Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329031.2186 | 218237.2656 | 110793.953 | 298652.3531 | 331141.0591 | -32488.706 |
Total P&L (%) | 329.0312 | 218.2373 | 110.794 | 298.6524 | 331.1411 | -32.4887 |
Avg Daily Profit (%) | 0.2069 | 0.1372 | 0.0697 | 0.087 | 0.0919 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174603 | -70381 | -133455 | -502812 | -182158 | -381526 |
Profit Factor | 1.6562 | 2.0883 | 1.3682 | 1.2403 | 1.7288 | 0.9588 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 47.5248 | 50.9804 | 44 | 47.5248 | 50.9804 | 44 |
Ratio Avg Win / Avg Loss | 1.8287 | 2.0079 | 1.7414 | 1.3695 | 1.6623 | 1.2203 |
Largest Winning Trade | 96664 | 96664 | 65880 | 174069 | 174069 | 135027 |
Largest Losing Trade | -39546 | -30763 | -39546 | -139390 | -92115 | -139390 |
Avg Bars in Trades | 44 | 34 | 55 | 44 | 34 | 55 |
Avg Bars in Winners | 63 | 48 | 80 | 63 | 48 | 80 |
Avg Bars in Losers | 28 | 20 | 35 | 28 | 20 | 35 |
Bars Traded | 4536 | 1773 | 2763 | 4536 | 1773 | 2763 |
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 | 364415 | -185833 | -280713 | -77811 | -246915 | -761500 |
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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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