Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574929.6628 | 411622.03 | 163307.6327 | 378444.6928 | -385679.6873 | 764124.3801 |
Total P&L (%) | 574.9297 | 411.622 | 163.3076 | 378.4447 | -385.6797 | 764.1244 |
Avg Daily Profit (%) | 0.3904 | 0.2795 | 0.1109 | 0.1064 | 0 | 0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120786 | -109126 | -73446 | -1503394 | -1320428 | -786498 |
Profit Factor | 1.7874 | 2.0226 | 1.4985 | 1.0671 | 0.882 | 1.3224 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 42.4242 | 30 | 55.102 | 42.4242 | 30 | 55.102 |
Ratio Avg Win / Avg Loss | 2.4258 | 4.7193 | 1.221 | 1.4482 | 2.0581 | 1.0775 |
Largest Winning Trade | 279237 | 279237 | 43274 | 653684 | 653684 | 487407 |
Largest Losing Trade | -47127 | -26521 | -47127 | -497573 | -497573 | -406323 |
Avg Bars in Trades | 86 | 75 | 97 | 86 | 75 | 97 |
Avg Bars in Winners | 120 | 111 | 125 | 120 | 111 | 125 |
Avg Bars in Losers | 61 | 60 | 63 | 61 | 60 | 63 |
Bars Traded | 8538 | 3771 | 4767 | 8538 | 3771 | 4767 |
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 | 373428 | -175966 | -42878 | -200380 | -766111 | 144175 |
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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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