Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287074.1481 | 123897.3678 | 163176.7803 | 198006.7745 | 28997.46 | 169009.3144 |
Total P&L (%) | 287.0741 | 123.8974 | 163.1768 | 198.0068 | 28.9975 | 169.0093 |
Avg Daily Profit (%) | 0.1645 | 0.071 | 0.0935 | 0.0626 | 0.0146 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108313 | -67143 | -52771 | -720464 | -432703 | -382127 |
Profit Factor | 1.6209 | 1.5619 | 1.6748 | 1.1086 | 1.0371 | 1.1621 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 45.5556 | 40 | 51.1111 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.9372 | 2.3428 | 1.6019 | 1.3249 | 1.5557 | 1.1116 |
Largest Winning Trade | 89631 | 89631 | 70435 | 340399 | 248236 | 340399 |
Largest Losing Trade | -40018 | -24170 | -40018 | -282216 | -125383 | -282216 |
Avg Bars in Trades | 54 | 34 | 75 | 54 | 34 | 75 |
Avg Bars in Winners | 79 | 53 | 100 | 79 | 53 | 100 |
Avg Bars in Losers | 33 | 21 | 49 | 33 | 21 | 49 |
Bars Traded | 4929 | 1539 | 3390 | 4929 | 1539 | 3390 |
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 | 320326 | -99183 | -64766 | -211959 | -358963 | -159200 |
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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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