Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593743.6582 | 511528.533 | 82215.1251 | 205232.554 | 1100371.598 | -895139.044 |
Total P&L (%) | 593.7437 | 511.5285 | 82.2151 | 205.2326 | 1100.3716 | -895.139 |
Avg Daily Profit (%) | 0.3724 | 0.3209 | 0.0516 | 0.07 | 0.156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171855 | -148786 | -100445 | -2846390 | -1815760 | -1560454 |
Profit Factor | 1.8952 | 2.4985 | 1.2554 | 1.0335 | 1.3632 | 0.7102 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 48.4211 | 38.2979 | 58.3333 | 48.4211 | 38.2979 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.0188 | 4.0254 | 0.8967 | 1.1009 | 2.1963 | 0.5073 |
Largest Winning Trade | 292401 | 292401 | 51826 | 2348459 | 2348459 | 513566 |
Largest Losing Trade | -55122 | -28581 | -55122 | -1340772 | -561848 | -1340772 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 132 | 157 | 116 | 132 | 157 | 116 |
Avg Bars in Losers | 64 | 58 | 72 | 64 | 58 | 72 |
Bars Traded | 9258 | 4534 | 4724 | 9258 | 4534 | 4724 |
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 | 458958 | 337085 | -124729 | -283433 | 171839 | -579609 |
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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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