Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259561.7012 | 211350.6678 | 48211.0334 | 269650.1633 | 343225.6276 | -73575.4643 |
Total P&L (%) | 259.5617 | 211.3507 | 48.211 | 269.6502 | 343.2256 | -73.5755 |
Avg Daily Profit (%) | 0.2492 | 0.2029 | 0.0463 | 0.1256 | 0.143 | -0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116388 | -37727 | -96946 | -401918 | -99707 | -357169 |
Profit Factor | 1.6117 | 2.9149 | 1.1536 | 1.2299 | 2.2409 | 0.9179 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Losing Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Profitability (%) | 42.268 | 48.9796 | 35.4167 | 42.268 | 48.9796 | 35.4167 |
Ratio Avg Win / Avg Loss | 2.2014 | 3.0363 | 2.1036 | 1.6798 | 2.3343 | 1.6739 |
Largest Winning Trade | 86363 | 86363 | 54052 | 122323 | 122323 | 115073 |
Largest Losing Trade | -26677 | -12645 | -26677 | -95874 | -43949 | -95874 |
Avg Bars in Trades | 252 | 85 | 421 | 252 | 85 | 421 |
Avg Bars in Winners | 442 | 127 | 886 | 442 | 127 | 886 |
Avg Bars in Losers | 112 | 45 | 167 | 112 | 45 | 167 |
Bars Traded | 24452 | 4204 | 20248 | 24452 | 4204 | 20248 |
Profit Streak | 0 | 0 | 69.1516 | 0 | 0 | 69.1516 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300385 | 464801 | -187682 | -27329 | 67809 | -582613 |
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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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