Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88882.854 | 35160.8528 | 53722.0012 | 70889.3288 | 28761.5979 | 42127.7308 |
Total P&L (%) | 88.8829 | 35.1609 | 53.722 | 70.8893 | 28.7616 | 42.1277 |
Avg Daily Profit (%) | 0.3413 | 0.135 | 0.2063 | 0.206 | 0.0971 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53527 | -28841 | -51622 | -97389 | -41946 | -97103 |
Profit Factor | 1.2227 | 1.1657 | 1.2874 | 1.117 | 1.0907 | 1.146 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 188 | 97 | 91 | 188 | 97 | 91 |
Losing Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Profitability (%) | 64.8276 | 66.8966 | 62.7586 | 64.8276 | 66.8966 | 62.7586 |
Ratio Avg Win / Avg Loss | 0.6634 | 0.5768 | 0.764 | 0.606 | 0.5397 | 0.68 |
Largest Winning Trade | 12246 | 12246 | 8893 | 15447 | 15447 | 12710 |
Largest Losing Trade | -36446 | -15310 | -36446 | -65754 | -27761 | -65754 |
Avg Bars in Trades | 85 | 89 | 81 | 85 | 89 | 81 |
Avg Bars in Winners | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Losers | 154 | 170 | 141 | 154 | 170 | 141 |
Bars Traded | 24713 | 12950 | 11764 | 24713 | 12950 | 11764 |
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 | 317415 | -54721 | 180658 | -83770 | -188388 | -76248 |
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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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