Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285930.2202 | 47843.9694 | 238086.2508 | 454786.1841 | -25865.5282 | 480651.7123 |
Total P&L (%) | 285.9302 | 47.844 | 238.0863 | 454.7862 | -25.8655 | 480.6517 |
Avg Daily Profit (%) | 0.1884 | 0.0315 | 0.1569 | 0.113 | -0.0197 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59077 | -51864 | -27306 | -344743 | -297072 | -209353 |
Profit Factor | 1.9169 | 1.2456 | 3.0341 | 1.3514 | 0.9663 | 1.9109 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 31.0345 | 22.7273 | 39.5349 | 31.0345 | 22.7273 | 39.5349 |
Ratio Avg Win / Avg Loss | 4.2597 | 4.235 | 4.6404 | 3.0031 | 3.2853 | 2.9225 |
Largest Winning Trade | 85664 | 85664 | 69473 | 274762 | 202040 | 274762 |
Largest Losing Trade | -16479 | -16479 | -11992 | -107421 | -54638 | -107421 |
Avg Bars in Trades | 32 | 21 | 42 | 32 | 21 | 42 |
Avg Bars in Winners | 79 | 57 | 92 | 79 | 57 | 92 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 2798 | 957 | 1842 | 2798 | 957 | 1842 |
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 | 144677 | -190926 | 325067 | -47808 | -617495 | -38556 |
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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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