Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346949.938 | 304006.3226 | 42943.6154 | -57874.1236 | -211928.9763 | 154054.8527 |
Total P&L (%) | 346.9499 | 304.0063 | 42.9436 | -57.8741 | -211.929 | 154.0549 |
Avg Daily Profit (%) | 0.216 | 0.1892 | 0.0267 | -0.0538 | 0 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204108 | -107531 | -193178 | -1146409 | -834831 | -497373 |
Profit Factor | 1.4333 | 1.7465 | 1.1092 | 0.9792 | 0.8784 | 1.1478 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 51.6129 | 40.4255 | 63.0435 | 51.6129 | 40.4255 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.3438 | 2.5738 | 0.6502 | 0.918 | 1.2945 | 0.6728 |
Largest Winning Trade | 133397 | 133397 | 59417 | 352819 | 352819 | 161222 |
Largest Losing Trade | -75791 | -37213 | -75791 | -409507 | -409507 | -377852 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Losers | 72 | 74 | 70 | 72 | 74 | 70 |
Bars Traded | 6273 | 3199 | 3074 | 6273 | 3199 | 3074 |
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 | 328080 | 259122 | -259484 | -580320 | -582753 | -173293 |
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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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