Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133802.6773 | 33561.33 | 100241.3473 | 96016.9044 | 49467.0772 | 46549.8272 |
Total P&L (%) | 133.8027 | 33.5613 | 100.2413 | 96.0169 | 49.4671 | 46.5498 |
Avg Daily Profit (%) | 0.2569 | 0.0644 | 0.1925 | 0.1293 | 0.0772 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97280 | -28940 | -94245 | -112071 | -30999 | -98202 |
Profit Factor | 1.4402 | 1.315 | 1.5077 | 1.2296 | 1.364 | 1.1649 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 59.7938 | 53.0612 | 66.6667 | 59.7938 | 53.0612 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9684 | 1.1632 | 0.7539 | 0.8268 | 1.2066 | 0.5824 |
Largest Winning Trade | 33316 | 14447 | 33316 | 32541 | 24030 | 32541 |
Largest Losing Trade | -55477 | -13771 | -55477 | -49678 | -17438 | -49678 |
Avg Bars in Trades | 248 | 88 | 412 | 248 | 88 | 412 |
Avg Bars in Winners | 220 | 83 | 331 | 220 | 83 | 331 |
Avg Bars in Losers | 291 | 94 | 574 | 291 | 94 | 574 |
Bars Traded | 24142 | 4354 | 19788 | 24142 | 4354 | 19788 |
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 | 300252 | -109583 | 321254 | -21452 | -90859 | -135717 |
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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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