Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287873.9163 | 129285.2848 | 158588.6315 | 61733.6589 | -48856.0899 | 110589.7488 |
Total P&L (%) | 287.8739 | 129.2853 | 158.5886 | 61.7337 | -48.8561 | 110.5897 |
Avg Daily Profit (%) | 0.1648 | 0.074 | 0.0908 | 0.0275 | -0.0384 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111772 | -106075 | -45178 | -94266 | -74972 | -62526 |
Profit Factor | 1.4977 | 1.3615 | 1.7183 | 1.1207 | 0.8405 | 1.5386 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 47.7778 | 35.5556 | 60 | 47.7778 | 35.5556 | 60 |
Ratio Avg Win / Avg Loss | 1.637 | 2.4678 | 1.1455 | 1.2249 | 1.5234 | 1.0257 |
Largest Winning Trade | 157635 | 157635 | 63082 | 76396 | 76396 | 45642 |
Largest Losing Trade | -38624 | -38624 | -30230 | -62526 | -24537 | -62526 |
Avg Bars in Trades | 74 | 56 | 92 | 74 | 56 | 92 |
Avg Bars in Winners | 110 | 95 | 118 | 110 | 95 | 118 |
Avg Bars in Losers | 41 | 34 | 51 | 41 | 34 | 51 |
Bars Traded | 6678 | 2538 | 4140 | 6678 | 2538 | 4140 |
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 | 327590 | -98086 | -68226 | -245063 | -583551 | -133033 |
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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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