Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215205.6719 | 176297.2068 | 38908.465 | -2661.4386 | 56079.7439 | -58741.1824 |
Total P&L (%) | 215.2057 | 176.2972 | 38.9085 | -2.6614 | 56.0797 | -58.7412 |
Avg Daily Profit (%) | 0.1571 | 0.1287 | 0.0284 | -0.002 | 0.0325 | -0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96332 | -60282 | -78613 | -139967 | -76552 | -152075 |
Profit Factor | 1.4341 | 1.9007 | 1.1297 | 0.9953 | 1.2811 | 0.8391 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.3684 | 44.6809 | 50 | 47.3684 | 44.6809 | 50 |
Ratio Avg Win / Avg Loss | 1.5934 | 2.3533 | 1.1297 | 1.1059 | 1.5861 | 0.8391 |
Largest Winning Trade | 202787 | 202787 | 57000 | 87832 | 87832 | 43808 |
Largest Losing Trade | -44000 | -26682 | -44000 | -68123 | -22273 | -68123 |
Avg Bars in Trades | 52 | 39 | 65 | 52 | 39 | 65 |
Avg Bars in Winners | 72 | 50 | 92 | 72 | 50 | 92 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 4990 | 1853 | 3137 | 4990 | 1853 | 3137 |
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 | 305939 | -19606 | -235067 | -579881 | -151307 | -580689 |
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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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