Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491810.0307 | 563232.1607 | -71422.13 | -92769.8087 | 66337.2056 | -159107.0143 |
Total P&L (%) | 491.81 | 563.2322 | -71.4221 | -92.7698 | 66.3372 | -159.107 |
Avg Daily Profit (%) | 0.2091 | 0.2395 | -0.0304 | -0.1116 | 0.0216 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274323 | -175504 | -225395 | -222458 | -147945 | -173520 |
Profit Factor | 1.4864 | 2.2624 | 0.8736 | 0.8213 | 1.304 | 0.4712 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 50 | 42.5532 | 57.4468 | 50 | 42.5532 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.4864 | 3.0542 | 0.6471 | 0.8213 | 1.7604 | 0.3491 |
Largest Winning Trade | 289648 | 289648 | 64509 | 102093 | 102093 | 38629 |
Largest Losing Trade | -79807 | -42212 | -79807 | -74070 | -63567 | -74070 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 4396 | 2200 | 2196 | 4396 | 2200 | 2196 |
Profit Streak | 0 | 0 | 136.6384 | 0 | 0 | 136.6384 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330212 | 355204 | -578771 | -580527 | -165796 | -578771 |
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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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