Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190149.2437 | 91982.7686 | 98166.4751 | 246880.8123 | 27800.3226 | 219080.4897 |
Total P&L (%) | 190.1492 | 91.9828 | 98.1665 | 246.8808 | 27.8003 | 219.0805 |
Avg Daily Profit (%) | 0.2872 | 0.1389 | 0.1483 | 0.188 | 0.0371 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60884 | -51623 | -12751 | -152443 | -182592 | -19536 |
Profit Factor | 1.8988 | 1.5522 | 3.1828 | 1.5201 | 1.0719 | 3.4909 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 49.4737 | 44.6809 | 54.1667 | 49.4737 | 44.6809 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.9392 | 1.9218 | 2.6932 | 1.5525 | 1.3271 | 2.9539 |
Largest Winning Trade | 70931 | 70931 | 24821 | 109456 | 109456 | 40211 |
Largest Losing Trade | -25418 | -25418 | -8720 | -92275 | -92275 | -17917 |
Avg Bars in Trades | 159 | 278 | 42 | 159 | 278 | 42 |
Avg Bars in Winners | 191 | 365 | 51 | 191 | 365 | 51 |
Avg Bars in Losers | 127 | 208 | 31 | 127 | 208 | 31 |
Bars Traded | 15130 | 13084 | 2046 | 15130 | 13084 | 2046 |
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 | 428383 | -6938 | 413220 | 359536 | -290261 | 525480 |
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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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