Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298105.2933 | 109194.7884 | 188910.5048 | 270781.0652 | -94757.1893 | 365538.2545 |
Total P&L (%) | 298.1053 | 109.1948 | 188.9105 | 270.7811 | -94.7572 | 365.5383 |
Avg Daily Profit (%) | 0.1703 | 0.0624 | 0.1079 | 0.0749 | -0.1683 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96734 | -88698 | -54509 | -247376 | -230654 | -147619 |
Profit Factor | 1.6436 | 1.4242 | 1.9181 | 1.2282 | 0.8629 | 1.738 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 44.2308 | 42.3077 | 46.1538 | 44.2308 | 42.3077 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.0724 | 1.9421 | 2.2378 | 1.5487 | 1.1767 | 2.0277 |
Largest Winning Trade | 95111 | 95111 | 67643 | 167803 | 167803 | 145170 |
Largest Losing Trade | -29037 | -29037 | -21585 | -80795 | -66094 | -80795 |
Avg Bars in Trades | 95 | 69 | 121 | 95 | 69 | 121 |
Avg Bars in Winners | 142 | 89 | 191 | 142 | 89 | 191 |
Avg Bars in Losers | 58 | 55 | 61 | 58 | 55 | 61 |
Bars Traded | 9925 | 3622 | 6303 | 9925 | 3622 | 6303 |
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 | 306459 | -290727 | -226824 | -94164 | -762158 | -253861 |
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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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