Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435952.9887 | 402670.983 | 33282.0057 | 51839.4192 | 111635.3699 | -59795.9507 |
Total P&L (%) | 435.953 | 402.671 | 33.282 | 51.8394 | 111.6354 | -59.796 |
Avg Daily Profit (%) | 0.1898 | 0.1753 | 0.0145 | 0.0182 | 0.0326 | -0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152727 | -168153 | -147026 | -196095 | -162556 | -210516 |
Profit Factor | 1.5683 | 1.8977 | 1.1045 | 1.0611 | 1.2354 | 0.84 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 45.5556 | 44.4444 | 46.6667 | 45.5556 | 44.4444 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8743 | 2.3721 | 1.2623 | 1.2682 | 1.5443 | 0.96 |
Largest Winning Trade | 228993 | 228993 | 54976 | 135971 | 135971 | 53162 |
Largest Losing Trade | -42187 | -42187 | -38241 | -64847 | -56882 | -64847 |
Avg Bars in Trades | 49 | 56 | 41 | 49 | 56 | 41 |
Avg Bars in Winners | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Losers | 41 | 51 | 31 | 41 | 51 | 31 |
Bars Traded | 4422 | 2536 | 1886 | 4422 | 2536 | 1886 |
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 | 319677 | 321046 | -283138 | -324541 | -150585 | -582008 |
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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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