Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277045.4702 | 91900.5131 | 185144.9572 | 250521.156 | 29015.0857 | 221506.0703 |
Total P&L (%) | 277.0455 | 91.9005 | 185.145 | 250.5212 | 29.0151 | 221.5061 |
Avg Daily Profit (%) | 0.1583 | 0.0525 | 0.1058 | 0.0717 | 0.0146 | 0.0667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109670 | -94178 | -64670 | -203600 | -152406 | -131031 |
Profit Factor | 1.5812 | 1.3122 | 2.0155 | 1.2376 | 1.0462 | 1.519 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 52.2727 | 47.7273 | 56.8182 | 52.2727 | 47.7273 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.4437 | 1.4372 | 1.5318 | 1.13 | 1.1459 | 1.1545 |
Largest Winning Trade | 75226 | 75226 | 62822 | 110266 | 99600 | 110266 |
Largest Losing Trade | -31895 | -31895 | -30566 | -114040 | -89559 | -114040 |
Avg Bars in Trades | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Winners | 50 | 34 | 62 | 50 | 34 | 62 |
Avg Bars in Losers | 21 | 21 | 22 | 21 | 21 | 22 |
Bars Traded | 3225 | 1232 | 1993 | 3225 | 1232 | 1993 |
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 | 345460 | -123195 | -47011 | -97004 | -346805 | -101459 |
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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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