Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172912.9008 | 56025.0754 | 116887.8254 | 51075.1476 | 247457.8883 | -196382.7407 |
Total P&L (%) | 172.9129 | 56.0251 | 116.8878 | 51.0751 | 247.4579 | -196.3827 |
Avg Daily Profit (%) | 0.1536 | 0.0498 | 0.1038 | 0.0367 | 0.1107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90687 | -62084 | -77107 | -583939 | -162802 | -563150 |
Profit Factor | 1.4407 | 1.2874 | 1.5921 | 1.0418 | 1.5997 | 0.7576 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 52.6316 | 41.6667 | 63.8298 | 52.6316 | 41.6667 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.2966 | 1.8023 | 0.9022 | 0.9376 | 2.2396 | 0.4293 |
Largest Winning Trade | 57856 | 57856 | 41499 | 269393 | 269393 | 71139 |
Largest Losing Trade | -70938 | -22640 | -70938 | -521407 | -63200 | -521407 |
Avg Bars in Trades | 68 | 56 | 80 | 68 | 56 | 80 |
Avg Bars in Winners | 77 | 57 | 90 | 77 | 57 | 90 |
Avg Bars in Losers | 58 | 55 | 63 | 58 | 55 | 63 |
Bars Traded | 6511 | 2705 | 3806 | 6511 | 2705 | 3806 |
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 | 315456 | -129412 | -52279 | -320839 | -45326 | -578904 |
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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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