Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557740.7661 | 472511.6704 | 85229.0957 | 312103.6244 | 637871.7087 | -325768.0842 |
Total P&L (%) | 557.7408 | 472.5117 | 85.2291 | 312.1036 | 637.8717 | -325.7681 |
Avg Daily Profit (%) | 0.2231 | 0.189 | 0.0341 | 0.0567 | 0.08 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96262 | -124869 | -96492 | -670866 | -400907 | -641578 |
Profit Factor | 1.8753 | 2.5192 | 1.2613 | 1.1347 | 1.6131 | 0.7448 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.7917 | 39.5833 | 50 | 44.7917 | 39.5833 | 50 |
Ratio Avg Win / Avg Loss | 2.3114 | 3.845 | 1.2613 | 1.3986 | 2.4621 | 0.7448 |
Largest Winning Trade | 284514 | 284514 | 58406 | 493862 | 493862 | 142712 |
Largest Losing Trade | -53678 | -38449 | -53678 | -244474 | -219797 | -244474 |
Avg Bars in Trades | 50 | 35 | 65 | 50 | 35 | 65 |
Avg Bars in Winners | 76 | 54 | 94 | 76 | 54 | 94 |
Avg Bars in Losers | 29 | 22 | 36 | 29 | 22 | 36 |
Bars Traded | 4849 | 1705 | 3144 | 4849 | 1705 | 3144 |
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 | 360900 | 301212 | -147414 | -191390 | -86663 | -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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