Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515125.4512 | 444540.4313 | 70585.0199 | 215594.795 | 219965.7804 | -4370.9854 |
Total P&L (%) | 515.1255 | 444.5404 | 70.585 | 215.5948 | 219.9658 | -4.371 |
Avg Daily Profit (%) | 0.2059 | 0.1777 | 0.0282 | 0.046 | 0.0465 | -0.0018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161196 | -138294 | -109208 | -657296 | -499953 | -238926 |
Profit Factor | 1.728 | 2.1945 | 1.2105 | 1.103 | 1.1746 | 0.9948 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 43.75 | 41.6667 | 45.8333 | 43.75 | 41.6667 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.2218 | 3.0723 | 1.4305 | 1.4182 | 1.6445 | 1.1756 |
Largest Winning Trade | 269586 | 269586 | 56442 | 481583 | 481583 | 141810 |
Largest Losing Trade | -48514 | -37782 | -48514 | -276549 | -276549 | -104560 |
Avg Bars in Trades | 75 | 59 | 90 | 75 | 59 | 90 |
Avg Bars in Winners | 108 | 83 | 130 | 108 | 83 | 130 |
Avg Bars in Losers | 49 | 41 | 56 | 49 | 41 | 56 |
Bars Traded | 7214 | 2853 | 4361 | 7214 | 2853 | 4361 |
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 | 330811 | 304349 | -157175 | -240893 | -161278 | -580642 |
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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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