Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558431.9509 | 363581.1533 | 194850.7976 | 1389906.195 | 456882.0251 | 933024.17 |
Total P&L (%) | 558.432 | 363.5812 | 194.8508 | 1389.9062 | 456.882 | 933.0242 |
Avg Daily Profit (%) | 0.2912 | 0.1896 | 0.1016 | 0.141 | 0.0896 | 0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61159 | -93005 | -31300 | -639069 | -465849 | -322836 |
Profit Factor | 2.2616 | 2.3858 | 2.0808 | 1.4121 | 1.2272 | 1.685 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 48.4848 | 40 | 57.1429 | 48.4848 | 40 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.403 | 3.5787 | 1.5606 | 1.5003 | 1.8408 | 1.2638 |
Largest Winning Trade | 296550 | 296550 | 49069 | 539933 | 539933 | 347367 |
Largest Losing Trade | -22847 | -21855 | -22847 | -369246 | -369246 | -217436 |
Avg Bars in Trades | 75 | 93 | 57 | 75 | 93 | 57 |
Avg Bars in Winners | 71 | 86 | 61 | 71 | 86 | 61 |
Avg Bars in Losers | 79 | 97 | 52 | 79 | 97 | 52 |
Bars Traded | 7477 | 4659 | 2818 | 7477 | 4659 | 2818 |
Profit Streak | 0 | 0 | 73.0691 | 0 | 0 | 73.0691 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460691 | -171867 | -51372 | -2868 | -256543 | -25851 |
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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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