Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209876.8187 | 159689.5056 | 50187.313 | 216413.4873 | 228619.3593 | -12205.872 |
Total P&L (%) | 209.8768 | 159.6895 | 50.1873 | 216.4135 | 228.6194 | -12.2059 |
Avg Daily Profit (%) | 0.2015 | 0.1533 | 0.0482 | 0.1106 | 0.1143 | -0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65254 | -24975 | -62756 | -139361 | -49907 | -157921 |
Profit Factor | 1.6411 | 2.6981 | 1.2151 | 1.2569 | 1.992 | 0.9801 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 44.8276 | 47.7273 | 41.8605 | 44.8276 | 47.7273 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.0198 | 2.955 | 1.6876 | 1.5469 | 2.1817 | 1.3612 |
Largest Winning Trade | 90087 | 90087 | 50474 | 123147 | 90087 | 123147 |
Largest Losing Trade | -29191 | -9745 | -29191 | -64296 | -23939 | -64296 |
Avg Bars in Trades | 271 | 99 | 446 | 271 | 99 | 446 |
Avg Bars in Winners | 443 | 141 | 794 | 443 | 141 | 794 |
Avg Bars in Losers | 131 | 61 | 196 | 131 | 61 | 196 |
Bars Traded | 23588 | 4375 | 19214 | 23588 | 4375 | 19214 |
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 | 322641 | 415582 | -132322 | -46124 | -37468 | -582225 |
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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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