Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458156.6903 | 427624.1494 | 30532.5409 | -6190.0467 | 279520.0875 | -285710.1341 |
Total P&L (%) | 458.1567 | 427.6241 | 30.5325 | -6.19 | 279.5201 | -285.7101 |
Avg Daily Profit (%) | 0.2874 | 0.2683 | 0.0192 | -0.004 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180710 | -133169 | -71624 | -922378 | -491152 | -447303 |
Profit Factor | 1.6849 | 2.3289 | 1.088 | 0.9965 | 1.3489 | 0.7122 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 48.3516 | 37.7778 | 58.6957 | 48.3516 | 37.7778 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.7998 | 3.8359 | 0.7656 | 1.0645 | 2.2217 | 0.5012 |
Largest Winning Trade | 319451 | 319451 | 61984 | 617500 | 617500 | 149356 |
Largest Losing Trade | -36986 | -33995 | -36986 | -322093 | -145339 | -322093 |
Avg Bars in Trades | 204 | 246 | 162 | 204 | 246 | 162 |
Avg Bars in Winners | 248 | 342 | 189 | 248 | 342 | 189 |
Avg Bars in Losers | 162 | 188 | 124 | 162 | 188 | 124 |
Bars Traded | 18575 | 11093 | 7482 | 18575 | 11093 | 7482 |
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 | 401840 | 286288 | -294572 | -579509 | -84390 | -579577 |
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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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