Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384934.2917 | 224743.622 | 160190.6697 | 448299.2001 | -7412.3765 | 455711.5766 |
Total P&L (%) | 384.9343 | 224.7436 | 160.1907 | 448.2992 | -7.4124 | 455.7116 |
Avg Daily Profit (%) | 0.2293 | 0.1339 | 0.0954 | 0.1014 | -0.0046 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155987 | -84597 | -98029 | -2226832 | -1740594 | -1105833 |
Profit Factor | 1.6991 | 1.6707 | 1.7433 | 1.0847 | 0.9978 | 1.2373 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 45.3608 | 37.5 | 53.0612 | 45.3608 | 37.5 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.0467 | 2.7845 | 1.5421 | 1.3065 | 1.663 | 1.0945 |
Largest Winning Trade | 92500 | 92500 | 51045 | 942805 | 942805 | 418047 |
Largest Losing Trade | -44072 | -34004 | -44072 | -476699 | -476699 | -387316 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 136 | 155 | 123 | 136 | 155 | 123 |
Avg Bars in Losers | 71 | 70 | 73 | 71 | 70 | 73 |
Bars Traded | 9819 | 4909 | 4910 | 9819 | 4909 | 4910 |
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 | 343644 | -15885 | -61759 | -186509 | -582772 | -56303 |
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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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