Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312962.9168 | 127856.5518 | 185106.365 | 280655.7317 | -113113.6462 | 393769.3779 |
Total P&L (%) | 312.9629 | 127.8566 | 185.1064 | 280.6557 | -113.1136 | 393.7694 |
Avg Daily Profit (%) | 0.178 | 0.0727 | 0.1053 | 0.076 | 0 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105815 | -81072 | -52471 | -298272 | -314964 | -219323 |
Profit Factor | 1.6924 | 1.5481 | 1.8463 | 1.2027 | 0.8487 | 1.6176 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 44.4444 | 37.7778 | 51.1111 | 44.4444 | 37.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.1155 | 2.5498 | 1.766 | 1.5033 | 1.3978 | 1.5473 |
Largest Winning Trade | 98958 | 98958 | 69132 | 204948 | 181451 | 204948 |
Largest Losing Trade | -33391 | -21263 | -33391 | -106485 | -80252 | -106485 |
Avg Bars in Trades | 73 | 50 | 96 | 73 | 50 | 96 |
Avg Bars in Winners | 113 | 79 | 137 | 113 | 79 | 137 |
Avg Bars in Losers | 41 | 32 | 53 | 41 | 32 | 53 |
Bars Traded | 6610 | 2255 | 4355 | 6610 | 2255 | 4355 |
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 | 313887 | -97838 | -48740 | -92734 | -583798 | -68397 |
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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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