Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354418.9413 | 442511.6534 | -88092.7121 | -89496.4534 | 796402.9363 | -885899.3897 |
Total P&L (%) | 354.4189 | 442.5117 | -88.0927 | -89.4965 | 796.4029 | -885.8994 |
Avg Daily Profit (%) | 0.183 | 0.2285 | -0.0455 | -0.1163 | 0.1133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -440733 | -306574 | -168497 | -2264852 | -1448341 | -981183 |
Profit Factor | 1.4126 | 1.9596 | 0.7785 | 0.976 | 1.3964 | 0.483 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 44.3299 | 42.8571 | 45.8333 | 44.3299 | 42.8571 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.774 | 2.6128 | 0.9201 | 1.2256 | 1.8619 | 0.5708 |
Largest Winning Trade | 340287 | 340287 | 25358 | 1756715 | 1756715 | 248951 |
Largest Losing Trade | -54885 | -50138 | -54885 | -657822 | -543465 | -657822 |
Avg Bars in Trades | 78 | 97 | 59 | 78 | 97 | 59 |
Avg Bars in Winners | 74 | 103 | 47 | 74 | 103 | 47 |
Avg Bars in Losers | 81 | 92 | 69 | 81 | 92 | 69 |
Bars Traded | 7620 | 4772 | 2848 | 7620 | 4772 | 2848 |
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 | 266855 | 320599 | -582309 | -581057 | -42192 | -582309 |
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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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