Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344834.3559 | 233005.5995 | 111828.7565 | 307607.9313 | 159219.9671 | 148387.9642 |
Total P&L (%) | 344.8344 | 233.0056 | 111.8288 | 307.6079 | 159.22 | 148.388 |
Avg Daily Profit (%) | 0.1838 | 0.1242 | 0.0596 | 0.0749 | 0.0508 | 0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125461 | -44052 | -89828 | -119286 | -69712 | -72405 |
Profit Factor | 1.6137 | 1.8078 | 1.409 | 1.4299 | 1.4128 | 1.4498 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 46.0674 | 40 | 52.2727 | 46.0674 | 40 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.8892 | 2.7116 | 1.2864 | 1.674 | 2.1193 | 1.3237 |
Largest Winning Trade | 79683 | 79683 | 55300 | 173060 | 137275 | 173060 |
Largest Losing Trade | -39553 | -39553 | -35120 | -58598 | -53593 | -58598 |
Avg Bars in Trades | 79 | 57 | 102 | 79 | 57 | 102 |
Avg Bars in Winners | 96 | 65 | 120 | 96 | 65 | 120 |
Avg Bars in Losers | 65 | 51 | 83 | 65 | 51 | 83 |
Bars Traded | 7097 | 2571 | 4526 | 7097 | 2571 | 4526 |
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 | 332837 | -27617 | -112234 | -92217 | -127039 | -126783 |
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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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