Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536782.2526 | 503317.2717 | 33464.9809 | 45661.7512 | 353661.2325 | -307999.4814 |
Total P&L (%) | 536.7823 | 503.3173 | 33.465 | 45.6618 | 353.6612 | -307.9995 |
Avg Daily Profit (%) | 0.2876 | 0.2697 | 0.0179 | 0.0202 | 0.0811 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260000 | -115803 | -202788 | -1018038 | -586641 | -473123 |
Profit Factor | 1.6259 | 2.1998 | 1.0764 | 1.0251 | 1.3788 | 0.6532 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 41.8367 | 34.6939 | 48.9796 | 41.8367 | 34.6939 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.2604 | 4.1409 | 1.1212 | 1.4251 | 2.5954 | 0.6804 |
Largest Winning Trade | 286044 | 286044 | 82865 | 433583 | 433583 | 141183 |
Largest Losing Trade | -43875 | -43875 | -37167 | -304796 | -304796 | -207875 |
Avg Bars in Trades | 112 | 103 | 121 | 112 | 103 | 121 |
Avg Bars in Winners | 163 | 162 | 164 | 163 | 162 | 164 |
Avg Bars in Losers | 75 | 72 | 79 | 75 | 72 | 79 |
Bars Traded | 11033 | 5091 | 5942 | 11033 | 5091 | 5942 |
Profit Streak | 0 | 0 | 163.4378 | 0 | 0 | 163.4378 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322240 | 250664 | -307123 | -363521 | -88919 | -579696 |
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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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