Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332394.9985 | 254851.3493 | 77543.6492 | 168120.0089 | 277838.8737 | -109718.8649 |
Total P&L (%) | 332.395 | 254.8513 | 77.5436 | 168.12 | 277.8389 | -109.7189 |
Avg Daily Profit (%) | 0.2455 | 0.1882 | 0.0573 | 0.0729 | 0.0982 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71176 | -67492 | -57235 | -398215 | -284967 | -264423 |
Profit Factor | 1.785 | 2.314 | 1.3379 | 1.1184 | 1.4595 | 0.8653 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 42.2222 | 37.7778 | 46.6667 | 42.2222 | 37.7778 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.4426 | 3.8113 | 1.529 | 1.5305 | 2.404 | 0.989 |
Largest Winning Trade | 185645 | 185645 | 61175 | 408551 | 408551 | 197732 |
Largest Losing Trade | -32713 | -23419 | -32713 | -196902 | -75590 | -196902 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 44 | 34 | 52 | 44 | 34 | 52 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 2542 | 1082 | 1460 | 2542 | 1082 | 1460 |
Profit Streak | 0 | 23.0007 | 0 | 0 | 23.0007 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319985 | 323382 | -116249 | -187284 | -62614 | -582008 |
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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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