Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410819.0774 | 186920.1223 | 223898.9551 | 461340.6826 | -169538.7091 | 630879.3916 |
Total P&L (%) | 410.8191 | 186.9201 | 223.899 | 461.3407 | -169.5387 | 630.8794 |
Avg Daily Profit (%) | 0.2352 | 0.107 | 0.1282 | 0.0988 | 0 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92950 | -103922 | -51892 | -515323 | -510898 | -169819 |
Profit Factor | 1.7167 | 1.5241 | 2.034 | 1.2961 | 0.8424 | 2.3093 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 45.6522 | 36.9565 | 54.3478 | 45.6522 | 36.9565 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0437 | 2.6 | 1.7085 | 1.543 | 1.4371 | 1.9398 |
Largest Winning Trade | 160967 | 160967 | 46817 | 288516 | 288516 | 184184 |
Largest Losing Trade | -38724 | -38724 | -26764 | -264020 | -264020 | -169819 |
Avg Bars in Trades | 54 | 55 | 53 | 54 | 55 | 53 |
Avg Bars in Winners | 73 | 75 | 72 | 73 | 75 | 72 |
Avg Bars in Losers | 38 | 43 | 31 | 38 | 43 | 31 |
Bars Traded | 5014 | 2542 | 2472 | 5014 | 2542 | 2472 |
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 | 350269 | -52580 | -17420 | -61348 | -584110 | -35459 |
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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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