Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368440.3878 | 314421.0153 | 54019.3725 | 12175.0916 | -29809.49 | 41984.5816 |
Total P&L (%) | 368.4404 | 314.421 | 54.0194 | 12.1751 | -29.8095 | 41.9846 |
Avg Daily Profit (%) | 0.2311 | 0.1972 | 0.0339 | 0.0072 | -0.0222 | 0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136105 | -116335 | -64365 | -515709 | -384971 | -243301 |
Profit Factor | 1.6829 | 1.8104 | 1.3565 | 1.008 | 0.9723 | 1.0944 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 50 | 40.9091 | 59.0909 | 50 | 40.9091 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.6829 | 2.6151 | 0.9391 | 1.008 | 1.4044 | 0.7577 |
Largest Winning Trade | 271263 | 271263 | 34144 | 227193 | 227193 | 72814 |
Largest Losing Trade | -44434 | -44434 | -27969 | -168883 | -168883 | -110501 |
Avg Bars in Trades | 100 | 166 | 35 | 100 | 166 | 35 |
Avg Bars in Winners | 105 | 208 | 34 | 105 | 208 | 34 |
Avg Bars in Losers | 96 | 137 | 37 | 96 | 137 | 37 |
Bars Traded | 8887 | 7316 | 1570 | 8887 | 7316 | 1570 |
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 | 407172 | 271976 | -148691 | -492793 | -582588 | -282595 |
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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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