Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144973.7691 | 21502.1312 | 123471.6378 | 127806.5181 | 34114.6634 | 93691.8546 |
Total P&L (%) | 144.9738 | 21.5021 | 123.4716 | 127.8065 | 34.1147 | 93.6919 |
Avg Daily Profit (%) | 0.2784 | 0.0413 | 0.2371 | 0.1582 | 0.0564 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68310 | -7325 | -73495 | -194825 | -17400 | -191823 |
Profit Factor | 1.6525 | 2.2544 | 1.6022 | 1.2378 | 1.918 | 1.1873 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 59.596 | 58 | 61.2245 | 59.596 | 58 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.1203 | 1.6325 | 1.0147 | 0.8392 | 1.3889 | 0.7519 |
Largest Winning Trade | 39831 | 6784 | 39831 | 91229 | 14552 | 91229 |
Largest Losing Trade | -48551 | -1727 | -48551 | -180721 | -4405 | -180721 |
Avg Bars in Trades | 234 | 5 | 467 | 234 | 5 | 467 |
Avg Bars in Winners | 173 | 5 | 335 | 173 | 5 | 335 |
Avg Bars in Losers | 322 | 4 | 674 | 322 | 4 | 674 |
Bars Traded | 23166 | 273 | 22893 | 23166 | 273 | 22893 |
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 | 404928 | -318388 | 390303 | 224625 | -296888 | -38685 |
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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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