Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613630.8843 | 519641.962 | 93988.9224 | 753911.2924 | 813997.9321 | -60086.6397 |
Total P&L (%) | 613.6309 | 519.642 | 93.9889 | 753.9113 | 813.9979 | -60.0866 |
Avg Daily Profit (%) | 0.2617 | 0.2216 | 0.0401 | 0.0915 | 0.0944 | -0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104780 | -67340 | -78711 | -2156350 | -1189797 | -1571999 |
Profit Factor | 1.9817 | 2.879 | 1.2697 | 1.0982 | 1.2448 | 0.9862 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 58.1633 | 59.1837 | 57.1429 | 58.1633 | 59.1837 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4254 | 1.9856 | 0.9523 | 0.7899 | 0.8585 | 0.7397 |
Largest Winning Trade | 309784 | 309784 | 66496 | 996230 | 555511 | 996230 |
Largest Losing Trade | -50988 | -50988 | -45217 | -1361172 | -586205 | -1361172 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Losers | 34 | 36 | 33 | 34 | 36 | 33 |
Bars Traded | 4532 | 2195 | 2337 | 4532 | 2195 | 2337 |
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 | 451367 | 540205 | -140110 | -183299 | -67155 | -579755 |
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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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