Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331744.4616 | 214955.5907 | 116788.8709 | 195293.0978 | -771.2519 | 196064.3497 |
Total P&L (%) | 331.7445 | 214.9556 | 116.7889 | 195.2931 | -0.7713 | 196.0644 |
Avg Daily Profit (%) | 0.2438 | 0.158 | 0.0858 | 0.0796 | -0.0006 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80547 | -67093 | -44611 | -336717 | -343794 | -187078 |
Profit Factor | 1.7812 | 1.8957 | 1.6324 | 1.1608 | 0.9989 | 1.3971 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2379 | 2.4943 | 1.9589 | 1.4584 | 1.3144 | 1.6766 |
Largest Winning Trade | 200969 | 200969 | 58968 | 197626 | 197626 | 183432 |
Largest Losing Trade | -24738 | -24738 | -24608 | -122330 | -122330 | -82895 |
Avg Bars in Trades | 57 | 50 | 63 | 57 | 50 | 63 |
Avg Bars in Winners | 91 | 71 | 111 | 91 | 71 | 111 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 5040 | 2237 | 2803 | 5040 | 2237 | 2803 |
Profit Streak | 0 | 105.3989 | 0 | 0 | 105.3989 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338370 | 346415 | -76967 | -132271 | -580349 | -86310 |
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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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