Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326891.0553 | 317201.6646 | 9689.3907 | -43533.1986 | 248496.3704 | -292029.569 |
Total P&L (%) | 326.8911 | 317.2017 | 9.6894 | -43.5332 | 248.4964 | -292.0296 |
Avg Daily Profit (%) | 0.2051 | 0.199 | 0.0061 | -0.0358 | 0.0783 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155087 | -126461 | -116105 | -325265 | -118159 | -342860 |
Profit Factor | 1.4688 | 1.9257 | 1.0273 | 0.9438 | 1.8926 | 0.4115 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 45.5556 | 40 | 51.1111 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.7555 | 2.8886 | 0.9827 | 1.128 | 2.8389 | 0.3936 |
Largest Winning Trade | 238027 | 238027 | 57534 | 249927 | 249927 | 26176 |
Largest Losing Trade | -56558 | -37263 | -56558 | -200741 | -43949 | -200741 |
Avg Bars in Trades | 103 | 96 | 111 | 103 | 96 | 111 |
Avg Bars in Winners | 131 | 122 | 139 | 131 | 122 | 139 |
Avg Bars in Losers | 80 | 78 | 81 | 80 | 78 | 81 |
Bars Traded | 9328 | 4327 | 5001 | 9328 | 4327 | 5001 |
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 | 302504 | 268069 | -542404 | -580599 | -88576 | -580567 |
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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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