Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303894.7084 | 91701.5452 | 212193.1632 | 328684.9495 | -212461.34 | 541146.2895 |
Total P&L (%) | 303.8947 | 91.7015 | 212.1932 | 328.685 | -212.4613 | 541.1463 |
Avg Daily Profit (%) | 0.2041 | 0.0616 | 0.1425 | 0.0978 | 0 | 0.1249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95569 | -67099 | -66501 | -430320 | -505311 | -121820 |
Profit Factor | 1.6337 | 1.3393 | 2.0138 | 1.2075 | 0.7926 | 1.9673 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 51.1111 | 46.6667 | 55.5556 | 51.1111 | 46.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5627 | 1.5307 | 1.6111 | 1.155 | 0.9059 | 1.5739 |
Largest Winning Trade | 87258 | 87258 | 63988 | 209115 | 77398 | 209115 |
Largest Losing Trade | -43286 | -28132 | -43286 | -196179 | -196179 | -101466 |
Avg Bars in Trades | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Winners | 77 | 77 | 78 | 77 | 77 | 78 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 5598 | 2718 | 2880 | 5598 | 2718 | 2880 |
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 | 400811 | -110486 | 65379 | -62502 | -582008 | -21379 |
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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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