Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183984.1798 | 35660.9874 | 148323.1924 | 66246.4154 | -83563.6574 | 149810.0728 |
Total P&L (%) | 183.9842 | 35.661 | 148.3232 | 66.2464 | -83.5637 | 149.8101 |
Avg Daily Profit (%) | 0.1779 | 0.0345 | 0.1434 | 0.0492 | -0.1744 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119098 | -89121 | -76749 | -180659 | -195490 | -91931 |
Profit Factor | 1.4001 | 1.1282 | 1.8166 | 1.0999 | 0.7969 | 1.595 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 51.6854 | 42.2222 | 61.3636 | 51.6854 | 42.2222 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.3088 | 1.5438 | 1.1438 | 1.0282 | 1.0905 | 1.0042 |
Largest Winning Trade | 104977 | 104977 | 46091 | 104977 | 104977 | 65580 |
Largest Losing Trade | -39633 | -25297 | -39633 | -91931 | -52733 | -91931 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 43 | 37 | 47 | 43 | 37 | 47 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 2974 | 1274 | 1701 | 2974 | 1274 | 1701 |
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 | 309010 | -230549 | 81377 | -237717 | -581792 | -71316 |
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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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