Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103990.2749 | 18556.6035 | 85433.6714 | 5001.5162 | -7382.1723 | 12383.6885 |
Total P&L (%) | 103.9903 | 18.5566 | 85.4337 | 5.0015 | -7.3822 | 12.3837 |
Avg Daily Profit (%) | 0.1997 | 0.0356 | 0.164 | 0.0094 | -0.0147 | 0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103718 | -25729 | -85037 | -133273 | -39624 | -101433 |
Profit Factor | 1.3931 | 1.2194 | 1.4748 | 1.0177 | 0.918 | 1.0641 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 58.8889 | 48.8889 | 68.8889 | 58.8889 | 48.8889 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.9725 | 1.2748 | 0.666 | 0.7104 | 0.9598 | 0.4806 |
Largest Winning Trade | 28859 | 15645 | 28859 | 27022 | 15816 | 27022 |
Largest Losing Trade | -74954 | -20878 | -74954 | -86376 | -33756 | -86376 |
Avg Bars in Trades | 273 | 87 | 459 | 273 | 87 | 459 |
Avg Bars in Winners | 233 | 91 | 335 | 233 | 91 | 335 |
Avg Bars in Losers | 329 | 82 | 734 | 329 | 82 | 734 |
Bars Traded | 24595 | 3917 | 20678 | 24595 | 3917 | 20678 |
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 | 267408 | -154495 | 314804 | -548028 | -581712 | -404218 |
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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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