Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358043.2467 | 241598.469 | 116444.7777 | -330143.8138 | 108228.512 | -438372.3258 |
Total P&L (%) | 358.0432 | 241.5985 | 116.4448 | -330.1438 | 108.2285 | -438.3723 |
Avg Daily Profit (%) | 0.1873 | 0.1264 | 0.0609 | 0 | 0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117347 | -74905 | -131056 | -583429 | -166477 | -589662 |
Profit Factor | 1.5465 | 1.9715 | 1.2864 | 0.7424 | 1.2702 | 0.5023 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 25 | 29 | 39 | 23 | 16 |
Losing Trades | 36 | 20 | 16 | 51 | 22 | 29 |
Profitability (%) | 60 | 55.5556 | 64.4444 | 43.3333 | 51.1111 | 35.5556 |
Ratio Avg Win / Avg Loss | 1.031 | 1.5772 | 0.7098 | 0.9708 | 1.215 | 0.9105 |
Largest Winning Trade | 66432 | 66432 | 62254 | 116229 | 116229 | 99008 |
Largest Losing Trade | -117347 | -35863 | -117347 | -414572 | -91863 | -414572 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 37 | 27 | 46 | 42 | 38 | 47 |
Avg Bars in Losers | 45 | 41 | 49 | 39 | 28 | 47 |
Bars Traded | 3645 | 1512 | 2133 | 3645 | 1512 | 2133 |
Profit Streak | 58.3632 | 99.3632 | 58.3632 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433286 | -18793 | -110748 | -583130 | -141522 | -586329 |
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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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