Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523038.568 | 373484.7026 | 149553.8653 | 320661.0042 | 225020.1385 | 95640.8657 |
Total P&L (%) | 523.0386 | 373.4847 | 149.5539 | 320.661 | 225.0201 | 95.6409 |
Avg Daily Profit (%) | 0.3865 | 0.276 | 0.1105 | 0.1062 | 0.0871 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120725 | -85504 | -73750 | -266057 | -211663 | -177225 |
Profit Factor | 1.8537 | 2.2672 | 1.4704 | 1.2614 | 1.4173 | 1.1392 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 40.9091 | 31.8182 | 50 | 40.9091 | 31.8182 | 50 |
Ratio Avg Win / Avg Loss | 2.6776 | 4.8583 | 1.4704 | 1.8221 | 3.037 | 1.1392 |
Largest Winning Trade | 302175 | 302175 | 52765 | 201834 | 201834 | 146495 |
Largest Losing Trade | -47884 | -24665 | -47884 | -177225 | -63791 | -177225 |
Avg Bars in Trades | 179 | 141 | 216 | 179 | 141 | 216 |
Avg Bars in Winners | 296 | 238 | 334 | 296 | 238 | 334 |
Avg Bars in Losers | 97 | 97 | 99 | 97 | 97 | 99 |
Bars Traded | 15782 | 6245 | 9537 | 15782 | 6245 | 9537 |
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 | 354577 | 200669 | -44269 | -53520 | -81719 | -194044 |
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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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