Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116235.4784 | 24002.409 | 92233.0694 | 118294.1895 | -35696.9752 | 153991.1647 |
Total P&L (%) | 116.2355 | 24.0024 | 92.2331 | 118.2942 | -35.697 | 153.9912 |
Avg Daily Profit (%) | 0.4463 | 0.0922 | 0.3542 | 0.3002 | -0.1694 | 0.3586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61428 | -45839 | -23708 | -254077 | -211396 | -99200 |
Profit Factor | 1.5539 | 1.1963 | 2.0528 | 1.1698 | 0.9184 | 1.5939 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 51.7241 | 46.5116 | 56.8182 | 51.7241 | 46.5116 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.4503 | 1.3758 | 1.5602 | 1.0918 | 1.0561 | 1.2114 |
Largest Winning Trade | 27662 | 26175 | 27662 | 48311 | 45294 | 48311 |
Largest Losing Trade | -41751 | -41751 | -14537 | -182186 | -182186 | -64812 |
Avg Bars in Trades | 279 | 308 | 250 | 279 | 308 | 250 |
Avg Bars in Winners | 294 | 303 | 287 | 294 | 303 | 287 |
Avg Bars in Losers | 262 | 313 | 201 | 262 | 313 | 201 |
Bars Traded | 24291 | 13277 | 11015 | 24291 | 13277 | 11015 |
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 | 375195 | -81410 | 445959 | -26178 | -581812 | 374519 |
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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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