Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265623.3858 | 35609.2323 | 230014.1535 | 186940.9405 | -77163.4279 | 264104.3684 |
Total P&L (%) | 265.6234 | 35.6092 | 230.0142 | 186.9409 | -77.1634 | 264.1044 |
Avg Daily Profit (%) | 0.1741 | 0.0233 | 0.1507 | 0.0691 | -0.0967 | 0.0847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90444 | -75515 | -53914 | -196002 | -129193 | -97687 |
Profit Factor | 1.5519 | 1.1464 | 1.9664 | 1.2052 | 0.8244 | 1.5599 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 47.3684 | 43.75 | 51.0638 | 47.3684 | 43.75 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.7243 | 1.4739 | 1.8845 | 1.3391 | 1.0599 | 1.4949 |
Largest Winning Trade | 73507 | 55134 | 73507 | 110537 | 66148 | 110537 |
Largest Losing Trade | -48366 | -31620 | -48366 | -81098 | -61923 | -81098 |
Avg Bars in Trades | 93 | 56 | 131 | 93 | 56 | 131 |
Avg Bars in Winners | 114 | 39 | 180 | 114 | 39 | 180 |
Avg Bars in Losers | 73 | 69 | 79 | 73 | 69 | 79 |
Bars Traded | 8856 | 2699 | 6157 | 8856 | 2699 | 6157 |
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 | 337086 | -226180 | 401560 | -101938 | -581453 | -77956 |
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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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