Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373627.4591 | 268124.3164 | 105503.1426 | 87153.5655 | 27205.0231 | 59948.5423 |
Total P&L (%) | 373.6275 | 268.1243 | 105.5031 | 87.1536 | 27.205 | 59.9485 |
Avg Daily Profit (%) | 0.2742 | 0.1968 | 0.0774 | 0.046 | 0.0177 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141081 | -78629 | -102784 | -200506 | -76027 | -181565 |
Profit Factor | 1.648 | 2.041 | 1.3307 | 1.1063 | 1.0867 | 1.1185 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 51.1111 | 44.4444 | 57.7778 | 51.1111 | 44.4444 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.5764 | 2.5512 | 0.9724 | 1.0582 | 1.3584 | 0.8174 |
Largest Winning Trade | 192648 | 192648 | 53805 | 129643 | 60866 | 129643 |
Largest Losing Trade | -68465 | -29767 | -68465 | -112695 | -59393 | -112695 |
Avg Bars in Trades | 175 | 138 | 212 | 175 | 138 | 212 |
Avg Bars in Winners | 223 | 181 | 256 | 223 | 181 | 256 |
Avg Bars in Losers | 124 | 103 | 152 | 124 | 103 | 152 |
Bars Traded | 15774 | 6210 | 9563 | 15774 | 6210 | 9563 |
Profit Streak | 0 | 61.3483 | 0 | 0 | 61.3483 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423366 | 372727 | -89901 | -234644 | -298906 | -238261 |
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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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