Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591283.7908 | 411928.0386 | 179355.7521 | 759602.6924 | -361783.4384 | 1121386.1308 |
Total P&L (%) | 591.2838 | 411.928 | 179.3558 | 759.6027 | -361.7834 | 1121.3861 |
Avg Daily Profit (%) | 0.338 | 0.2355 | 0.1025 | 0.123 | 0 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89023 | -97265 | -48133 | -1944321 | -1521459 | -916537 |
Profit Factor | 2.0527 | 2.2243 | 1.7964 | 1.139 | 0.8901 | 1.5158 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 46.3918 | 34.6939 | 58.3333 | 46.3918 | 34.6939 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.372 | 4.1869 | 1.2832 | 1.3162 | 1.6754 | 1.0827 |
Largest Winning Trade | 292669 | 292669 | 59454 | 1004970 | 1004970 | 705982 |
Largest Losing Trade | -34642 | -34642 | -32951 | -578717 | -527972 | -578717 |
Avg Bars in Trades | 35 | 26 | 44 | 35 | 26 | 44 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 21 | 16 | 30 | 21 | 16 | 30 |
Bars Traded | 3417 | 1289 | 2128 | 3417 | 1289 | 2128 |
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 | 431072 | 236838 | -52650 | -97110 | -583578 | 37604 |
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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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