Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268006.5391 | 225100.3239 | 42906.2152 | -29563.773 | -35814.3342 | 6250.5612 |
Total P&L (%) | 268.0065 | 225.1003 | 42.9062 | -29.5638 | -35.8143 | 6.2506 |
Avg Daily Profit (%) | 0.1965 | 0.165 | 0.0315 | -0.0257 | -0.0325 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120972 | -134550 | -54073 | -178268 | -166282 | -83065 |
Profit Factor | 1.4751 | 1.5494 | 1.2779 | 0.9535 | 0.9217 | 1.0349 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 55.0562 | 43.1818 | 66.6667 | 55.0562 | 43.1818 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2042 | 2.0387 | 0.639 | 0.7784 | 1.2128 | 0.5175 |
Largest Winning Trade | 291744 | 291744 | 29515 | 137359 | 137359 | 33145 |
Largest Losing Trade | -36839 | -36839 | -24706 | -60110 | -60110 | -33696 |
Avg Bars in Trades | 43 | 70 | 17 | 43 | 70 | 17 |
Avg Bars in Winners | 47 | 95 | 17 | 47 | 95 | 17 |
Avg Bars in Losers | 38 | 51 | 16 | 38 | 51 | 16 |
Bars Traded | 3885 | 3106 | 779 | 3885 | 3106 | 779 |
Profit Streak | 0 | 112.0714 | 0 | 0 | 112.0714 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346975 | 288403 | -152042 | -579884 | -581141 | -533930 |
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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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