Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236251.1462 | 165278.1237 | 70973.0225 | 235888.5809 | 38618.6711 | 197269.9099 |
Total P&L (%) | 236.2511 | 165.2781 | 70.973 | 235.8886 | 38.6187 | 197.2699 |
Avg Daily Profit (%) | 0.4536 | 0.3173 | 0.1363 | 0.2329 | 0.0627 | 0.2094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71286 | -77705 | -20507 | -398228 | -427990 | -104325 |
Profit Factor | 1.9176 | 1.861 | 2.0836 | 1.242 | 1.0516 | 1.8699 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 44.9438 | 31.8182 | 57.7778 | 44.9438 | 31.8182 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.3491 | 3.9878 | 1.5227 | 1.5214 | 2.2535 | 1.3664 |
Largest Winning Trade | 110293 | 110293 | 18706 | 302069 | 302069 | 80020 |
Largest Losing Trade | -36450 | -36450 | -15463 | -197018 | -197018 | -98872 |
Avg Bars in Trades | 271 | 381 | 164 | 271 | 381 | 164 |
Avg Bars in Winners | 360 | 690 | 182 | 360 | 690 | 182 |
Avg Bars in Losers | 198 | 236 | 139 | 198 | 236 | 139 |
Bars Traded | 24162 | 16765 | 7398 | 24162 | 16765 | 7398 |
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 | 400765 | 164694 | -6647 | 232022 | -281737 | 383212 |
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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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