Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492346.9905 | 388624.2055 | 103722.785 | 390540.4752 | 590720.9505 | -200180.4754 |
Total P&L (%) | 492.347 | 388.6242 | 103.7228 | 390.5405 | 590.721 | -200.1805 |
Avg Daily Profit (%) | 0.2659 | 0.2099 | 0.056 | 0.0859 | 0.1044 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126151 | -73137 | -66795 | -1487540 | -704883 | -1127679 |
Profit Factor | 1.8315 | 2.2682 | 1.3631 | 1.0753 | 1.2293 | 0.9233 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 48.4848 | 48 | 48.9796 | 48.4848 | 48 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.946 | 2.4572 | 1.4199 | 1.1425 | 1.3317 | 0.9618 |
Largest Winning Trade | 249896 | 249896 | 60429 | 549279 | 549279 | 325391 |
Largest Losing Trade | -42007 | -42007 | -41229 | -640327 | -413681 | -640327 |
Avg Bars in Trades | 71 | 48 | 95 | 71 | 48 | 95 |
Avg Bars in Winners | 100 | 54 | 146 | 100 | 54 | 146 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 7113 | 2421 | 4692 | 7113 | 2421 | 4692 |
Profit Streak | 0 | 0 | 17.0638 | 0 | 0 | 17.0638 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408021 | -168809 | -117372 | -216244 | -234326 | -580508 |
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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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