Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302475.0983 | 77219.9421 | 225255.1561 | 250687.8887 | -93060.9729 | 343748.8616 |
Total P&L (%) | 302.4751 | 77.2199 | 225.2552 | 250.6879 | -93.061 | 343.7489 |
Avg Daily Profit (%) | 0.203 | 0.0518 | 0.1512 | 0.0843 | -0.1789 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149788 | -110218 | -41205 | -1115985 | -954633 | -342226 |
Profit Factor | 1.6265 | 1.2408 | 2.389 | 1.0954 | 0.9415 | 1.3314 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 61.1111 | 51.1111 | 71.1111 | 61.1111 | 51.1111 | 71.1111 |
Ratio Avg Win / Avg Loss | 1.035 | 1.1869 | 0.9705 | 0.697 | 0.9006 | 0.5409 |
Largest Winning Trade | 66433 | 66433 | 39814 | 333126 | 333126 | 253183 |
Largest Losing Trade | -53258 | -53258 | -38790 | -680392 | -680392 | -323730 |
Avg Bars in Trades | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Winners | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Losers | 63 | 71 | 48 | 63 | 71 | 48 |
Bars Traded | 4285 | 2507 | 1778 | 4285 | 2507 | 1778 |
Profit Streak | 0 | 0 | 49.5391 | 0 | 0 | 49.5391 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406652 | -123758 | 459725 | -196073 | -580567 | -56966 |
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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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