Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275810.1978 | 32369.7816 | 243440.4162 | 342494.2811 | -67982.8505 | 410477.1316 |
Total P&L (%) | 275.8102 | 32.3698 | 243.4404 | 342.4943 | -67.9829 | 410.4771 |
Avg Daily Profit (%) | 0.1806 | 0.0212 | 0.1594 | 0.0975 | -0.0746 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58656 | -79914 | -33483 | -380944 | -245884 | -225883 |
Profit Factor | 1.7322 | 1.1387 | 2.6999 | 1.2549 | 0.9093 | 1.6906 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 31.1111 | 20 | 42.2222 | 31.1111 | 20 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.8356 | 4.5546 | 3.6945 | 2.7786 | 3.6372 | 2.3135 |
Largest Winning Trade | 80433 | 80433 | 72421 | 256619 | 217544 | 256619 |
Largest Losing Trade | -20304 | -20304 | -14741 | -88166 | -65431 | -88166 |
Avg Bars in Trades | 98 | 66 | 130 | 98 | 66 | 130 |
Avg Bars in Winners | 243 | 196 | 265 | 243 | 196 | 265 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 8841 | 2974 | 5866 | 8841 | 2974 | 5866 |
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 | 130809 | -286401 | 340795 | -69051 | -630063 | -50127 |
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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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