Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458423.2423 | 318085.1082 | 140338.1342 | 595388.0213 | 1084887.2374 | -489499.2161 |
Total P&L (%) | 458.4232 | 318.0851 | 140.3381 | 595.388 | 1084.8872 | -489.4992 |
Avg Daily Profit (%) | 0.1926 | 0.1336 | 0.059 | 0.0815 | 0.1039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100796 | -104198 | -94945 | -625969 | -409017 | -898526 |
Profit Factor | 2.0485 | 2.8135 | 1.536 | 1.248 | 2.4833 | 0.7068 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 55.7895 | 55.3191 | 56.25 | 55.7895 | 55.3191 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6233 | 2.2724 | 1.1946 | 0.989 | 2.0057 | 0.5497 |
Largest Winning Trade | 108828 | 108828 | 61580 | 366080 | 366080 | 161616 |
Largest Losing Trade | -67792 | -41853 | -67792 | -531987 | -235410 | -531987 |
Avg Bars in Trades | 47 | 68 | 26 | 47 | 68 | 26 |
Avg Bars in Winners | 38 | 51 | 25 | 38 | 51 | 25 |
Avg Bars in Losers | 58 | 90 | 26 | 58 | 90 | 26 |
Bars Traded | 4475 | 3227 | 1248 | 4475 | 3227 | 1248 |
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 | 448395 | -8466 | -111482 | -84598 | -48314 | -579601 |
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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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