Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349849.0308 | 138932.7164 | 210916.3144 | 483045.5239 | -79455.7 | 562501.2239 |
Total P&L (%) | 349.849 | 138.9327 | 210.9163 | 483.0455 | -79.4557 | 562.5012 |
Avg Daily Profit (%) | 0.2006 | 0.0797 | 0.1209 | 0.1011 | -0.0907 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80775 | -80239 | -41582 | -440517 | -412938 | -324574 |
Profit Factor | 1.8347 | 1.5681 | 2.2081 | 1.3044 | 0.9143 | 1.8525 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.7273 | 40.9091 | 54.5455 | 47.7273 | 40.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0094 | 2.2651 | 1.8401 | 1.4286 | 1.3207 | 1.5438 |
Largest Winning Trade | 99952 | 99952 | 71606 | 309423 | 249603 | 309423 |
Largest Losing Trade | -25444 | -25332 | -25444 | -167514 | -121668 | -167514 |
Avg Bars in Trades | 56 | 40 | 73 | 56 | 40 | 73 |
Avg Bars in Winners | 77 | 57 | 93 | 77 | 57 | 93 |
Avg Bars in Losers | 37 | 28 | 49 | 37 | 28 | 49 |
Bars Traded | 4986 | 1762 | 3223 | 4986 | 1762 | 3223 |
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 | 376508 | -87232 | -26706 | -58483 | -582588 | -43587 |
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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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