Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256095.8798 | 125871.404 | 130224.4759 | 293085.6743 | 33621.5894 | 259464.0848 |
Total P&L (%) | 256.0959 | 125.8714 | 130.2245 | 293.0857 | 33.6216 | 259.4641 |
Avg Daily Profit (%) | 0.2293 | 0.1127 | 0.1166 | 0.1226 | 0.026 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104441 | -84687 | -44242 | -115951 | -153527 | -80458 |
Profit Factor | 1.7199 | 1.5897 | 1.9155 | 1.4051 | 1.0793 | 1.8667 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 46.6667 | 37.7778 | 55.5556 | 46.6667 | 37.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9657 | 2.6183 | 1.5324 | 1.6059 | 1.7776 | 1.4934 |
Largest Winning Trade | 106032 | 106032 | 43038 | 122747 | 117888 | 122747 |
Largest Losing Trade | -25319 | -18223 | -25319 | -66128 | -60583 | -66128 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Losers | 32 | 42 | 18 | 32 | 42 | 18 |
Bars Traded | 4088 | 2148 | 1940 | 4088 | 2148 | 1940 |
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 | 362696 | -44278 | -32937 | -28527 | -297880 | -36776 |
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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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