Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90218.6453 | 26764.8136 | 63453.8318 | 28181.2191 | -8370.6571 | 36551.8761 |
Total P&L (%) | 90.2186 | 26.7648 | 63.4538 | 28.1812 | -8.3707 | 36.5519 |
Avg Daily Profit (%) | 0.1732 | 0.0514 | 0.1218 | 0.0477 | -0.0168 | 0.0598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96944 | -45023 | -97487 | -94469 | -53322 | -79345 |
Profit Factor | 1.3064 | 1.2505 | 1.3383 | 1.1153 | 0.9179 | 1.2565 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.7273 | 70.4545 | 75 | 72.7273 | 70.4545 | 75 |
Ratio Avg Win / Avg Loss | 0.4899 | 0.5244 | 0.4461 | 0.4182 | 0.3849 | 0.4188 |
Largest Winning Trade | 18460 | 14316 | 18460 | 14700 | 7764 | 14700 |
Largest Losing Trade | -47866 | -20247 | -47866 | -33997 | -25671 | -33997 |
Avg Bars in Trades | 276 | 146 | 407 | 276 | 146 | 407 |
Avg Bars in Winners | 177 | 78 | 270 | 177 | 78 | 270 |
Avg Bars in Losers | 541 | 309 | 816 | 541 | 309 | 816 |
Bars Traded | 24372 | 6465 | 17908 | 24372 | 6465 | 17908 |
Profit Streak | 0 | 0 | 22.0052 | 0 | 0 | 22.0052 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314591 | -127430 | -28869 | -225002 | -578636 | -114126 |
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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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