Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318376.7619 | 244614.5942 | 73762.1677 | -7108.7316 | 50408.5974 | -57517.329 |
Total P&L (%) | 318.3768 | 244.6146 | 73.7622 | -7.1087 | 50.4086 | -57.5173 |
Avg Daily Profit (%) | 0.224 | 0.1721 | 0.0519 | -0.0052 | 0.0287 | -0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153582 | -67550 | -109000 | -372886 | -153505 | -258615 |
Profit Factor | 1.3363 | 1.6325 | 1.1317 | 0.9927 | 1.132 | 0.902 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 54.6961 | 52.7473 | 56.6667 | 54.6961 | 52.7473 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.1068 | 1.4624 | 0.8654 | 0.8222 | 1.014 | 0.6898 |
Largest Winning Trade | 103110 | 103110 | 38172 | 85032 | 85032 | 69235 |
Largest Losing Trade | -74342 | -45294 | -74342 | -112594 | -45545 | -112594 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2823 | 1415 | 1408 | 2823 | 1415 | 1408 |
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 | 358776 | 348664 | -200088 | -578943 | -230870 | -579949 |
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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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