Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210610.94 | 113740.4073 | 96870.5327 | 293538.2959 | 217092.3826 | 76445.9133 |
Total P&L (%) | 210.6109 | 113.7404 | 96.8705 | 293.5383 | 217.0924 | 76.4459 |
Avg Daily Profit (%) | 0.2282 | 0.1232 | 0.105 | 0.1485 | 0.1251 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80355 | -70820 | -56671 | -150389 | -125120 | -122641 |
Profit Factor | 1.6371 | 1.6781 | 1.5949 | 1.39 | 1.5906 | 1.1985 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 57.1429 | 64.2857 | 50 | 57.1429 | 64.2857 | 50 |
Ratio Avg Win / Avg Loss | 1.2278 | 0.9323 | 1.5949 | 1.0425 | 0.8836 | 1.1985 |
Largest Winning Trade | 45922 | 25632 | 45922 | 80381 | 79711 | 80381 |
Largest Losing Trade | -21311 | -21311 | -18841 | -84057 | -58785 | -84057 |
Avg Bars in Trades | 40 | 26 | 53 | 40 | 26 | 53 |
Avg Bars in Winners | 36 | 20 | 58 | 36 | 20 | 58 |
Avg Bars in Losers | 44 | 37 | 49 | 44 | 37 | 49 |
Bars Traded | 3361 | 1104 | 2257 | 3361 | 1104 | 2257 |
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 | 396040 | -25926 | -49830 | 253120 | -23629 | -112894 |
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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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