Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220383.2655 | 183025.1077 | 37358.1579 | 40902.3925 | 111190.5743 | -70288.1818 |
Total P&L (%) | 220.3833 | 183.0251 | 37.3582 | 40.9024 | 111.1906 | -70.2882 |
Avg Daily Profit (%) | 0.1558 | 0.1294 | 0.0264 | 0.0242 | 0.0529 | -0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175751 | -92829 | -102591 | -236746 | -125839 | -196675 |
Profit Factor | 1.4616 | 1.9608 | 1.1302 | 1.0535 | 1.3823 | 0.8518 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 49.4382 | 48.8889 | 50 | 49.4382 | 48.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.4948 | 2.0499 | 1.1302 | 1.0774 | 1.4451 | 0.8518 |
Largest Winning Trade | 116018 | 116018 | 64169 | 115558 | 115558 | 72593 |
Largest Losing Trade | -37312 | -29686 | -37312 | -72964 | -67995 | -72964 |
Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Winners | 105 | 78 | 132 | 105 | 78 | 132 |
Avg Bars in Losers | 75 | 88 | 61 | 75 | 88 | 61 |
Bars Traded | 8037 | 3765 | 4271 | 8037 | 3765 | 4271 |
Profit Streak | 0 | 0 | 66.6881 | 0 | 0 | 66.6881 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300011 | -16925 | -236758 | -324316 | -122097 | -580160 |
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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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