Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303729.5632 | 256232.6684 | 47496.8948 | 2736.8126 | -20515.855 | 23252.6676 |
Total P&L (%) | 303.7296 | 256.2327 | 47.4969 | 2.7368 | -20.5159 | 23.2527 |
Avg Daily Profit (%) | 0.2234 | 0.1885 | 0.0349 | 0.002 | -0.0169 | 0.0154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95247 | -77410 | -83519 | -146054 | -149032 | -112144 |
Profit Factor | 1.6071 | 1.9902 | 1.1967 | 1.0041 | 0.9429 | 1.0753 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 48.4848 | 44.898 | 52 | 48.4848 | 44.898 | 52 |
Ratio Avg Win / Avg Loss | 1.7075 | 2.4425 | 1.1046 | 1.0669 | 1.1572 | 0.9926 |
Largest Winning Trade | 306836 | 306836 | 30349 | 135646 | 135646 | 35773 |
Largest Losing Trade | -69366 | -34657 | -69366 | -100105 | -66841 | -100105 |
Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 2361 | 1136 | 1225 | 2361 | 1136 | 1225 |
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 | 389354 | 348974 | -331500 | -572007 | -580721 | -495927 |
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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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