Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321241.0888 | 217320.0057 | 103921.083 | 98409.4419 | 92112.3893 | 6297.0526 |
Total P&L (%) | 321.2411 | 217.32 | 103.9211 | 98.4094 | 92.1124 | 6.2971 |
Avg Daily Profit (%) | 0.166 | 0.1123 | 0.0537 | 0.0354 | 0.0337 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120059 | -92500 | -64752 | -556991 | -432651 | -275029 |
Profit Factor | 1.5554 | 1.7313 | 1.3695 | 1.0539 | 1.094 | 1.0075 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 46.875 | 45.8333 | 47.9167 | 46.875 | 45.8333 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.7627 | 2.0461 | 1.4885 | 1.1944 | 1.2929 | 1.0951 |
Largest Winning Trade | 201392 | 201392 | 62422 | 340781 | 340781 | 193596 |
Largest Losing Trade | -30773 | -27967 | -30773 | -178473 | -178473 | -145621 |
Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
Avg Bars in Winners | 84 | 74 | 95 | 84 | 74 | 95 |
Avg Bars in Losers | 35 | 26 | 44 | 35 | 26 | 44 |
Bars Traded | 5622 | 2328 | 3294 | 5622 | 2328 | 3294 |
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 | 328552 | -41334 | -121423 | -307781 | -266512 | -567431 |
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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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