Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336670.6283 | 54524.1222 | 282146.5061 | 480369.5478 | -3302.1883 | 483671.7362 |
Total P&L (%) | 336.6706 | 54.5241 | 282.1465 | 480.3695 | -3.3022 | 483.6717 |
Avg Daily Profit (%) | 0.2219 | 0.0359 | 0.1859 | 0.1159 | -0.0022 | 0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71611 | -81598 | -67034 | -233401 | -203882 | -193932 |
Profit Factor | 1.4851 | 1.1418 | 1.9114 | 1.223 | 0.9972 | 1.4891 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 38.3333 | 31.1111 | 45.5556 | 38.3333 | 31.1111 | 45.5556 |
Ratio Avg Win / Avg Loss | 2.389 | 2.5283 | 2.2844 | 1.9675 | 2.208 | 1.7796 |
Largest Winning Trade | 94750 | 94750 | 38073 | 220393 | 220393 | 116800 |
Largest Losing Trade | -40250 | -14674 | -40250 | -106583 | -75170 | -106583 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 2939 | 1444 | 1495 | 2939 | 1444 | 1495 |
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 | 245422 | -216738 | 337167 | -40800 | -585381 | -37122 |
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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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