Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127517.534 | 92879.1563 | 34638.3776 | 80226.5491 | 48760.7566 | 31465.7925 |
Total P&L (%) | 127.5175 | 92.8792 | 34.6384 | 80.2265 | 48.7608 | 31.4658 |
Avg Daily Profit (%) | 0.2448 | 0.1783 | 0.0665 | 0.1132 | 0.0763 | 0.0525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53333 | -49669 | -72237 | -62847 | -71152 | -77520 |
Profit Factor | 1.4423 | 1.7829 | 1.2042 | 1.2171 | 1.3 | 1.152 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 47.1264 | 47.7273 | 46.5116 | 47.1264 | 47.7273 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.6182 | 1.9527 | 1.3848 | 1.3655 | 1.4238 | 1.3248 |
Largest Winning Trade | 78522 | 78522 | 32615 | 52795 | 52795 | 39711 |
Largest Losing Trade | -25303 | -15177 | -25303 | -25069 | -22979 | -25069 |
Avg Bars in Trades | 274 | 118 | 434 | 274 | 118 | 434 |
Avg Bars in Winners | 356 | 159 | 563 | 356 | 159 | 563 |
Avg Bars in Losers | 201 | 81 | 321 | 201 | 81 | 321 |
Bars Traded | 23889 | 5220 | 18669 | 23889 | 5220 | 18669 |
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 | 310141 | 339224 | -109206 | -43801 | -93845 | -180956 |
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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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