Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271708.3494 | 205745.5823 | 65962.7671 | 62791.7495 | -42633.3736 | 105425.1231 |
Total P&L (%) | 271.7083 | 205.7456 | 65.9628 | 62.7918 | -42.6334 | 105.4251 |
Avg Daily Profit (%) | 0.2007 | 0.152 | 0.0487 | 0.036 | -0.041 | 0.0532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74095 | -60654 | -50660 | -110706 | -132658 | -49598 |
Profit Factor | 1.6807 | 1.9001 | 1.3867 | 1.1254 | 0.866 | 1.5773 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 1.8408 | 2.2801 | 1.3867 | 1.2326 | 1.0391 | 1.5773 |
Largest Winning Trade | 274115 | 274115 | 40829 | 117645 | 117645 | 58626 |
Largest Losing Trade | -30500 | -30500 | -29208 | -56243 | -56243 | -49598 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 34 | 26 | 41 | 34 | 26 | 41 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 2417 | 1000 | 1417 | 2417 | 1000 | 1417 |
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 | 375831 | 337911 | -127447 | -228234 | -580542 | -118947 |
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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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