Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112734.8426 | 26794.1891 | 85940.6535 | 50505.6698 | -2154.6255 | 52660.2953 |
Total P&L (%) | 112.7348 | 26.7942 | 85.9407 | 50.5057 | -2.1546 | 52.6603 |
Avg Daily Profit (%) | 0.2165 | 0.0514 | 0.165 | 0.0785 | -0.0042 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89651 | -30369 | -78294 | -170863 | -61758 | -136273 |
Profit Factor | 1.3544 | 1.2546 | 1.4038 | 1.1246 | 0.9849 | 1.2002 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 59.3407 | 50 | 68.8889 | 59.3407 | 50 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.928 | 1.2546 | 0.634 | 0.7706 | 0.9849 | 0.542 |
Largest Winning Trade | 30257 | 21823 | 30257 | 29205 | 29205 | 23794 |
Largest Losing Trade | -44246 | -20483 | -44246 | -67970 | -39699 | -67970 |
Avg Bars in Trades | 246 | 111 | 384 | 246 | 111 | 384 |
Avg Bars in Winners | 184 | 75 | 265 | 184 | 75 | 265 |
Avg Bars in Losers | 336 | 146 | 650 | 336 | 146 | 650 |
Bars Traded | 22433 | 5110 | 17323 | 22433 | 5110 | 17323 |
Profit Streak | 0 | 0 | 22.3253 | 0 | 0 | 22.3253 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266271 | -128297 | 337049 | -173624 | -581273 | -84822 |
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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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