Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425844.5368 | 317247.2905 | 108597.2463 | 723992.2971 | 702825.249 | 21167.0482 |
Total P&L (%) | 425.8445 | 317.2473 | 108.5972 | 723.9923 | 702.8252 | 21.167 |
Avg Daily Profit (%) | 0.1788 | 0.1332 | 0.0456 | 0.0886 | 0.0875 | 0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98613 | -52769 | -70332 | -1703481 | -647189 | -1056291 |
Profit Factor | 1.8086 | 2.5657 | 1.3352 | 1.2037 | 1.4798 | 1.0101 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 53.9326 | 56.8182 | 51.1111 | 53.9326 | 56.8182 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.5448 | 1.9499 | 1.2771 | 1.0281 | 1.1247 | 0.9662 |
Largest Winning Trade | 91454 | 91454 | 57605 | 857366 | 857366 | 653276 |
Largest Losing Trade | -39465 | -25288 | -39465 | -385365 | -385365 | -383158 |
Avg Bars in Trades | 77 | 83 | 71 | 77 | 83 | 71 |
Avg Bars in Winners | 105 | 115 | 94 | 105 | 115 | 94 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 6913 | 3680 | 3233 | 6913 | 3680 | 3233 |
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 | 418259 | -9341 | -131492 | -74009 | -73585 | -399011 |
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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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