Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330540.3113 | 302061.6728 | 28478.6386 | -14881.3605 | 134523.0764 | -149404.4369 |
Total P&L (%) | 330.5403 | 302.0617 | 28.4786 | -14.8814 | 134.5231 | -149.4044 |
Avg Daily Profit (%) | 0.1849 | 0.1689 | 0.0159 | -0.009 | 0.0477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129532 | -84442 | -93760 | -231864 | -106987 | -197668 |
Profit Factor | 1.4563 | 1.8065 | 1.0814 | 0.9849 | 1.2881 | 0.7108 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 41.9355 | 44.6809 | 39.1304 | 41.9355 | 44.6809 | 39.1304 |
Ratio Avg Win / Avg Loss | 2.0165 | 2.2367 | 1.6822 | 1.3637 | 1.5948 | 1.1057 |
Largest Winning Trade | 227990 | 227990 | 73559 | 101695 | 101695 | 75060 |
Largest Losing Trade | -53668 | -38785 | -53668 | -152432 | -51039 | -152432 |
Avg Bars in Trades | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Winners | 60 | 60 | 59 | 60 | 60 | 59 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 3420 | 1825 | 1594 | 3420 | 1825 | 1594 |
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 | 243143 | 316621 | -308828 | -581999 | -130092 | -583264 |
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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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