Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166888.5914 | 131252.7191 | 35635.8722 | 20844.1593 | -22634.6225 | 43478.7817 |
Total P&L (%) | 166.8886 | 131.2527 | 35.6359 | 20.8442 | -22.6346 | 43.4788 |
Avg Daily Profit (%) | 0.154 | 0.1211 | 0.0329 | 0.0175 | -0.0237 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95429 | -72767 | -55805 | -244943 | -201063 | -166775 |
Profit Factor | 1.3457 | 1.5966 | 1.1356 | 1.0206 | 0.9531 | 1.0818 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 54.2553 | 55.3191 | 53.1915 | 54.2553 | 55.3191 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.1346 | 1.2896 | 0.9994 | 0.8605 | 0.7698 | 0.952 |
Largest Winning Trade | 140919 | 140919 | 38189 | 86273 | 86273 | 74813 |
Largest Losing Trade | -41460 | -21638 | -41460 | -83531 | -46519 | -83531 |
Avg Bars in Trades | 134 | 124 | 145 | 134 | 124 | 145 |
Avg Bars in Winners | 151 | 137 | 165 | 151 | 137 | 165 |
Avg Bars in Losers | 115 | 107 | 123 | 115 | 107 | 123 |
Bars Traded | 12687 | 5839 | 6848 | 12687 | 5839 | 6848 |
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 | 302150 | -28696 | -224079 | -374616 | -580007 | -281988 |
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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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