Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408693.0711 | 375431.5566 | 33261.5145 | 16951.9642 | 716357.8737 | -699405.9095 |
Total P&L (%) | 408.6931 | 375.4316 | 33.2615 | 16.952 | 716.3579 | -699.4059 |
Avg Daily Profit (%) | 0.172 | 0.158 | 0.014 | 0.0066 | 0.0884 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97766 | -48941 | -204810 | -611839 | -93210 | -897070 |
Profit Factor | 1.5097 | 2.348 | 1.0636 | 1.0077 | 2.1968 | 0.5661 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 47.4227 | 44.898 | 50 | 47.4227 | 44.898 | 50 |
Ratio Avg Win / Avg Loss | 1.6739 | 2.8817 | 1.0636 | 1.1172 | 2.6961 | 0.5661 |
Largest Winning Trade | 108458 | 108458 | 71821 | 171151 | 171151 | 120868 |
Largest Losing Trade | -78719 | -23794 | -78719 | -568191 | -66581 | -568191 |
Avg Bars in Trades | 92 | 35 | 150 | 92 | 35 | 150 |
Avg Bars in Winners | 139 | 34 | 236 | 139 | 34 | 236 |
Avg Bars in Losers | 49 | 36 | 65 | 49 | 36 | 65 |
Bars Traded | 8964 | 1722 | 7242 | 8964 | 1722 | 7242 |
Profit Streak | 0 | 0 | 135.0748 | 0 | 0 | 135.0748 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328142 | 354472 | -326512 | -405774 | -72193 | -579729 |
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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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