Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565831.3844 | 457153.6442 | 108677.7402 | 938717.6629 | -550879.4437 | 1489597.1066 |
Total P&L (%) | 565.8314 | 457.1536 | 108.6777 | 938.7177 | -550.8794 | 1489.5971 |
Avg Daily Profit (%) | 0.2962 | 0.2393 | 0.0569 | 0.1226 | 0 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130980 | -107619 | -62269 | -1923484 | -1774104 | -879853 |
Profit Factor | 2.4071 | 2.8489 | 1.7017 | 1.1622 | 0.8495 | 1.6995 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 50 | 32 | 18 | 50 | 32 | 18 |
Profitability (%) | 45.6522 | 30.4348 | 60.8696 | 45.6522 | 30.4348 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.8656 | 6.5117 | 1.094 | 1.3835 | 1.9416 | 1.0925 |
Largest Winning Trade | 316092 | 316092 | 51864 | 755270 | 755270 | 711677 |
Largest Losing Trade | -27343 | -27343 | -22071 | -479187 | -479187 | -344079 |
Avg Bars in Trades | 120 | 111 | 129 | 120 | 111 | 129 |
Avg Bars in Winners | 178 | 211 | 161 | 178 | 211 | 161 |
Avg Bars in Losers | 71 | 67 | 79 | 71 | 67 | 79 |
Bars Traded | 11067 | 5117 | 5950 | 11067 | 5117 | 5950 |
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 | 432002 | 210964 | -113364 | -72539 | -585535 | 157854 |
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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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