Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281830.6375 | 193826.8263 | 88003.8113 | -56138.9141 | -2342.3545 | -53796.5597 |
Total P&L (%) | 281.8306 | 193.8268 | 88.0038 | -56.1389 | -2.3424 | -53.7966 |
Avg Daily Profit (%) | 0.2077 | 0.1428 | 0.0649 | -0.0607 | -0.0017 | -0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241882 | -121192 | -134934 | -199652 | -58704 | -155100 |
Profit Factor | 1.4336 | 1.5919 | 1.2729 | 0.8723 | 0.9879 | 0.7818 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 46.5909 | 34.0909 | 59.0909 | 46.5909 | 34.0909 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.6434 | 3.0777 | 0.8812 | 0.9999 | 1.9099 | 0.5412 |
Largest Winning Trade | 145030 | 145030 | 54010 | 109580 | 109580 | 41212 |
Largest Losing Trade | -85506 | -44883 | -85506 | -120760 | -44883 | -120760 |
Avg Bars in Trades | 44 | 39 | 50 | 44 | 39 | 50 |
Avg Bars in Winners | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Losers | 26 | 25 | 29 | 26 | 25 | 29 |
Bars Traded | 3947 | 1721 | 2225 | 3947 | 1721 | 2225 |
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 | 309864 | -5509 | -106848 | -581868 | -584128 | -579541 |
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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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