Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303635.5605 | 54822.3172 | 248813.2433 | 330815.7658 | -142258.8175 | 473074.5833 |
Total P&L (%) | 303.6356 | 54.8223 | 248.8132 | 330.8158 | -142.2588 | 473.0746 |
Avg Daily Profit (%) | 0.1994 | 0.036 | 0.1634 | 0.0959 | 0 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96489 | -72200 | -63200 | -596379 | -539339 | -336024 |
Profit Factor | 1.6074 | 1.1766 | 2.3133 | 1.1383 | 0.8985 | 1.4772 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 34.7368 | 27.0833 | 42.5532 | 34.7368 | 27.0833 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.0199 | 3.1677 | 3.1229 | 2.1386 | 2.4189 | 1.9942 |
Largest Winning Trade | 92947 | 92947 | 54386 | 308744 | 308744 | 221221 |
Largest Losing Trade | -20985 | -20314 | -20985 | -131362 | -131362 | -121570 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 56 | 44 | 64 | 56 | 44 | 64 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 2898 | 1220 | 1677 | 2898 | 1220 | 1677 |
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 | 179126 | -191547 | 320327 | -137868 | -598544 | -40412 |
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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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