Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403157.3449 | 267332.1729 | 135825.172 | 320288.571 | 268785.7501 | 51502.8209 |
Total P&L (%) | 403.1573 | 267.3322 | 135.8252 | 320.2886 | 268.7858 | 51.5028 |
Avg Daily Profit (%) | 0.2946 | 0.1954 | 0.0993 | 0.105 | 0.0954 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113334 | -84745 | -72425 | -217076 | -192606 | -228326 |
Profit Factor | 1.7207 | 1.9233 | 1.5033 | 1.2724 | 1.5001 | 1.0807 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 43.3333 | 31.1111 | 55.5556 | 43.3333 | 31.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2501 | 4.2587 | 1.2026 | 1.6639 | 3.3217 | 0.8645 |
Largest Winning Trade | 145696 | 145696 | 50754 | 127403 | 127403 | 108959 |
Largest Losing Trade | -47766 | -27895 | -47766 | -113076 | -65581 | -113076 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 69 | 67 | 70 | 69 | 67 | 70 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 4023 | 1777 | 2246 | 4023 | 1777 | 2246 |
Profit Streak | 0 | 50.1683 | 0 | 0 | 50.1683 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336191 | 162672 | -58343 | -54153 | -69875 | -286209 |
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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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