Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400420.7264 | 354324.1716 | 46096.5548 | 29737.3263 | -123076.3585 | 152813.6848 |
Total P&L (%) | 400.4207 | 354.3242 | 46.0966 | 29.7373 | -123.0764 | 152.8137 |
Avg Daily Profit (%) | 0.1853 | 0.1639 | 0.0213 | 0.012 | 0 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194869 | -149764 | -94585 | -1838514 | -1387584 | -467675 |
Profit Factor | 1.5673 | 2.0626 | 1.1238 | 1.0067 | 0.9483 | 1.0735 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 47.9592 | 46.9388 | 48.9796 | 47.9592 | 46.9388 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.7007 | 2.3317 | 1.1706 | 1.0923 | 1.0719 | 1.1182 |
Largest Winning Trade | 279767 | 279767 | 67905 | 624650 | 624650 | 543387 |
Largest Losing Trade | -43216 | -38029 | -43216 | -709273 | -709273 | -262379 |
Avg Bars in Trades | 124 | 86 | 162 | 124 | 86 | 162 |
Avg Bars in Winners | 121 | 85 | 155 | 121 | 85 | 155 |
Avg Bars in Losers | 127 | 86 | 169 | 127 | 86 | 169 |
Bars Traded | 12195 | 4233 | 7962 | 12195 | 4233 | 7962 |
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 | 352481 | 365028 | -250698 | -393602 | -580205 | -275563 |
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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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