Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293352.646 | 248143.2828 | 45209.3632 | 47125.6291 | 68593.0635 | -21467.4344 |
Total P&L (%) | 293.3526 | 248.1433 | 45.2094 | 47.1256 | 68.5931 | -21.4674 |
Avg Daily Profit (%) | 0.2053 | 0.1737 | 0.0316 | 0.027 | 0.0366 | -0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106234 | -80771 | -66066 | -257662 | -122172 | -156282 |
Profit Factor | 1.5069 | 1.6738 | 1.2148 | 1.0617 | 1.14 | 0.9215 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 52.5253 | 40.8163 | 64 | 52.5253 | 40.8163 | 64 |
Ratio Avg Win / Avg Loss | 1.362 | 2.4271 | 0.6833 | 0.9596 | 1.653 | 0.5183 |
Largest Winning Trade | 155687 | 155687 | 22093 | 123458 | 123458 | 30721 |
Largest Losing Trade | -46566 | -46566 | -29040 | -108591 | -108591 | -95434 |
Avg Bars in Trades | 41 | 59 | 23 | 41 | 59 | 23 |
Avg Bars in Winners | 39 | 60 | 26 | 39 | 60 | 26 |
Avg Bars in Losers | 43 | 59 | 16 | 43 | 59 | 16 |
Bars Traded | 4094 | 2933 | 1161 | 4094 | 2933 | 1161 |
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 | 345809 | 255307 | -332439 | -312045 | -213011 | -758740 |
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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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