Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297441.2327 | 27898.9275 | 269542.3052 | 362396.3629 | 409.1871 | 361987.1758 |
Total P&L (%) | 297.4412 | 27.8989 | 269.5423 | 362.3964 | 0.4092 | 361.9872 |
Avg Daily Profit (%) | 0.1949 | 0.0183 | 0.1766 | 0.1004 | 0.0003 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82679 | -65136 | -34305 | -208081 | -156431 | -138412 |
Profit Factor | 1.6482 | 1.0952 | 2.6271 | 1.313 | 1.0006 | 1.7392 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 12 | 25 | 37 | 12 | 25 |
Losing Trades | 52 | 33 | 19 | 52 | 33 | 19 |
Profitability (%) | 41.573 | 26.6667 | 56.8182 | 41.573 | 26.6667 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.3164 | 3.0117 | 1.9966 | 1.8453 | 2.7517 | 1.3218 |
Largest Winning Trade | 66571 | 66571 | 61079 | 166203 | 166203 | 157698 |
Largest Losing Trade | -30557 | -30218 | -30557 | -138412 | -67839 | -138412 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 52 | 50 | 53 | 52 | 50 | 53 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 2967 | 1248 | 1719 | 2967 | 1248 | 1719 |
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 | 275738 | -308599 | 481469 | -60711 | -599095 | -55896 |
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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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