Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297880.0113 | 104015.1042 | 193864.9071 | 450891.3791 | -98446.4133 | 549337.7924 |
Total P&L (%) | 297.88 | 104.0151 | 193.8649 | 450.8914 | -98.4464 | 549.3378 |
Avg Daily Profit (%) | 0.2867 | 0.1001 | 0.1866 | 0.1644 | -0.4 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54394 | -52904 | -28031 | -478463 | -377293 | -288544 |
Profit Factor | 1.7138 | 1.4772 | 1.9723 | 1.2473 | 0.8936 | 1.6116 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 52.6316 | 45.8333 | 59.5745 | 52.6316 | 45.8333 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.5424 | 1.7458 | 1.3384 | 1.1225 | 1.0561 | 1.0936 |
Largest Winning Trade | 85705 | 85705 | 58978 | 344205 | 135011 | 344205 |
Largest Losing Trade | -28031 | -22761 | -28031 | -288544 | -155827 | -288544 |
Avg Bars in Trades | 124 | 86 | 163 | 124 | 86 | 163 |
Avg Bars in Winners | 160 | 103 | 204 | 160 | 103 | 204 |
Avg Bars in Losers | 85 | 72 | 103 | 85 | 72 | 103 |
Bars Traded | 11847 | 4157 | 7690 | 11847 | 4157 | 7690 |
Profit Streak | 0 | 0 | 43.5034 | 0 | 0 | 43.5034 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439348 | -58589 | 432624 | 276206 | -580642 | 420606 |
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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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