Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228254.1612 | 174072.9373 | 54181.2239 | -38207.2536 | 324217.249 | -362424.5026 |
Total P&L (%) | 228.2542 | 174.0729 | 54.1812 | -38.2073 | 324.2172 | -362.4245 |
Avg Daily Profit (%) | 0.161 | 0.1228 | 0.0382 | -0.034 | 0.102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122215 | -63816 | -88610 | -695020 | -90864 | -651971 |
Profit Factor | 1.3777 | 1.5514 | 1.1877 | 0.9743 | 1.6508 | 0.6326 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2055 | 1.3575 | 1.0393 | 0.8525 | 1.4445 | 0.5535 |
Largest Winning Trade | 74917 | 74917 | 32647 | 138501 | 138501 | 98186 |
Largest Losing Trade | -87113 | -37345 | -87113 | -650787 | -55704 | -650787 |
Avg Bars in Trades | 46 | 49 | 42 | 46 | 49 | 42 |
Avg Bars in Winners | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 4157 | 2245 | 1912 | 4157 | 2245 | 1912 |
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 | 306679 | -26970 | -156422 | -580105 | -54312 | -580279 |
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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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