Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158658.5709 | 72002.6088 | 86655.9621 | 74638.2543 | -81716.9969 | 156355.2512 |
Total P&L (%) | 158.6586 | 72.0026 | 86.656 | 74.6383 | -81.717 | 156.3553 |
Avg Daily Profit (%) | 0.1732 | 0.0786 | 0.0946 | 0.0609 | -0.1853 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95316 | -79449 | -20159 | -278479 | -235717 | -49586 |
Profit Factor | 1.6466 | 1.3647 | 2.8061 | 1.1539 | 0.7933 | 2.7439 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 50.5747 | 37.2093 | 63.6364 | 50.5747 | 37.2093 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.6091 | 2.303 | 1.6035 | 1.1277 | 1.3387 | 1.568 |
Largest Winning Trade | 120256 | 120256 | 25399 | 139536 | 139536 | 71326 |
Largest Losing Trade | -36299 | -36299 | -12119 | -153206 | -153206 | -32584 |
Avg Bars in Trades | 35 | 64 | 7 | 35 | 64 | 7 |
Avg Bars in Winners | 32 | 74 | 8 | 32 | 74 | 8 |
Avg Bars in Losers | 38 | 57 | 6 | 38 | 57 | 6 |
Bars Traded | 3103 | 2753 | 350 | 3103 | 2753 | 350 |
Profit Streak | 0 | 101.2857 | 0 | 0 | 101.2857 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389399 | -90402 | -59243 | -162574 | -583076 | -48403 |
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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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