Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369353.1312 | 335128.6236 | 34224.5076 | 23425.8939 | 124084.6344 | -100658.7405 |
Total P&L (%) | 369.3531 | 335.1286 | 34.2245 | 23.4259 | 124.0846 | -100.6587 |
Avg Daily Profit (%) | 0.2076 | 0.1884 | 0.0192 | 0.0118 | 0.0454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143331 | -67743 | -151264 | -183871 | -71649 | -198448 |
Profit Factor | 1.5751 | 2.1884 | 1.095 | 1.0397 | 1.5972 | 0.737 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 44.3182 | 38.6364 | 50 | 44.3182 | 38.6364 | 50 |
Ratio Avg Win / Avg Loss | 1.9789 | 3.4756 | 1.095 | 1.3063 | 2.5368 | 0.737 |
Largest Winning Trade | 177722 | 177722 | 71776 | 101664 | 101664 | 49819 |
Largest Losing Trade | -72287 | -28424 | -72287 | -144813 | -30907 | -144813 |
Avg Bars in Trades | 118 | 110 | 125 | 118 | 110 | 125 |
Avg Bars in Winners | 176 | 183 | 171 | 176 | 183 | 171 |
Avg Bars in Losers | 72 | 65 | 80 | 72 | 65 | 80 |
Bars Traded | 10422 | 4883 | 5539 | 10422 | 4883 | 5539 |
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 | 309153 | 263689 | -285857 | -360501 | -133669 | -580719 |
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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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