Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231973.3784 | 34600.3821 | 197372.9964 | 79595.1449 | -44827.1702 | 124422.3151 |
Total P&L (%) | 231.9734 | 34.6004 | 197.373 | 79.5951 | -44.8272 | 124.4223 |
Avg Daily Profit (%) | 0.1513 | 0.0226 | 0.1287 | 0.0382 | -0.0388 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120780 | -98650 | -52559 | -78151 | -69932 | -26524 |
Profit Factor | 1.5024 | 1.1223 | 2.1033 | 1.2321 | 0.8013 | 2.0606 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 52.809 | 42.2222 | 63.6364 | 52.809 | 42.2222 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.3426 | 1.5358 | 1.2019 | 1.101 | 1.0966 | 1.1775 |
Largest Winning Trade | 87125 | 87125 | 60609 | 68454 | 60977 | 68454 |
Largest Losing Trade | -47667 | -47667 | -38461 | -59320 | -59320 | -21896 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 43 | 51 | 28 | 43 | 51 | 28 |
Bars Traded | 4299 | 2250 | 2049 | 4299 | 2250 | 2049 |
Profit Streak | 0 | 0 | 56.439 | 0 | 0 | 56.439 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328582 | -253220 | -14939 | -141610 | -582070 | -116340 |
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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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