Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446424.2408 | 389984.1208 | 56440.12 | 30052.2486 | 299960.1351 | -269907.8865 |
Total P&L (%) | 446.4242 | 389.9841 | 56.4401 | 30.0522 | 299.9601 | -269.9079 |
Avg Daily Profit (%) | 0.2413 | 0.2108 | 0.0305 | 0.0142 | 0.075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129578 | -121193 | -90287 | -529866 | -239027 | -425592 |
Profit Factor | 1.7686 | 2.3702 | 1.1906 | 1.0263 | 1.6934 | 0.6194 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 46.6667 | 44.4444 | 48.8889 | 46.6667 | 44.4444 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.0213 | 2.9627 | 1.2447 | 1.1729 | 2.1167 | 0.6476 |
Largest Winning Trade | 398880 | 398880 | 66444 | 469891 | 469891 | 98974 |
Largest Losing Trade | -66250 | -44419 | -66250 | -389353 | -75425 | -389353 |
Avg Bars in Trades | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Winners | 89 | 81 | 95 | 89 | 81 | 95 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 5338 | 2330 | 3008 | 5338 | 2330 | 3008 |
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 | 369782 | 364803 | -164309 | -369605 | -91748 | -581144 |
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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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