Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111458.1246 | 30975.6225 | 80482.5021 | 41454.817 | -20714.3157 | 62169.1327 |
Total P&L (%) | 111.4581 | 30.9756 | 80.4825 | 41.4548 | -20.7143 | 62.1691 |
Avg Daily Profit (%) | 0.214 | 0.0595 | 0.1545 | 0.0666 | -0.0446 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136667 | -120107 | -54055 | -153812 | -122795 | -47039 |
Profit Factor | 1.3208 | 1.1537 | 1.5517 | 1.1509 | 0.8836 | 1.6428 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 70.4545 | 68.1818 | 72.7273 | 70.4545 | 68.1818 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5539 | 0.5384 | 0.5819 | 0.4827 | 0.4123 | 0.6161 |
Largest Winning Trade | 33152 | 33152 | 22662 | 30104 | 30104 | 20159 |
Largest Losing Trade | -40575 | -38349 | -40575 | -61557 | -61557 | -29504 |
Avg Bars in Trades | 271 | 324 | 218 | 271 | 324 | 218 |
Avg Bars in Winners | 134 | 143 | 125 | 134 | 143 | 125 |
Avg Bars in Losers | 599 | 712 | 467 | 599 | 712 | 467 |
Bars Traded | 23914 | 14291 | 9623 | 23914 | 14291 | 9623 |
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 | 319704 | -167809 | 346452 | -159640 | -578931 | -66732 |
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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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