Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463637.0992 | 334853.3636 | 128783.7355 | 720318.5041 | -203875.155 | 924193.6591 |
Total P&L (%) | 463.6371 | 334.8534 | 128.7837 | 720.3185 | -203.8752 | 924.1937 |
Avg Daily Profit (%) | 0.2506 | 0.181 | 0.0696 | 0.1138 | 0 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112100 | -120601 | -55150 | -1036437 | -923243 | -509494 |
Profit Factor | 1.7343 | 1.9862 | 1.4412 | 1.1537 | 0.9253 | 1.4721 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 42.2018 | 36.3636 | 48.1481 | 42.2018 | 36.3636 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.3752 | 3.4759 | 1.552 | 1.5801 | 1.6192 | 1.5853 |
Largest Winning Trade | 97969 | 97969 | 53123 | 403832 | 403832 | 300002 |
Largest Losing Trade | -34207 | -25875 | -34207 | -354503 | -354503 | -320142 |
Avg Bars in Trades | 98 | 93 | 104 | 98 | 93 | 104 |
Avg Bars in Winners | 156 | 157 | 156 | 156 | 157 | 156 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 10783 | 5151 | 5632 | 10783 | 5151 | 5632 |
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 | 309529 | -174403 | -278716 | -93696 | -763636 | -203153 |
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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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