Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426717.8339 | 420642.4569 | 6075.377 | 56974.4838 | 146274.8594 | -89300.3756 |
Total P&L (%) | 426.7178 | 420.6425 | 6.0754 | 56.9745 | 146.2749 | -89.3004 |
Avg Daily Profit (%) | 0.1707 | 0.1683 | 0.0024 | 0.018 | 0.0361 | -0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93057 | -56539 | -104460 | -563808 | -221480 | -439843 |
Profit Factor | 1.5713 | 2.3891 | 1.0137 | 1.0273 | 1.1949 | 0.9332 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 48.3871 | 44.6809 | 52.1739 | 48.3871 | 44.6809 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.676 | 2.9579 | 0.9292 | 1.0958 | 1.4794 | 0.8554 |
Largest Winning Trade | 102486 | 102486 | 62829 | 278121 | 173518 | 278121 |
Largest Losing Trade | -51232 | -36675 | -51232 | -306647 | -105611 | -306647 |
Avg Bars in Trades | 157 | 88 | 229 | 157 | 88 | 229 |
Avg Bars in Winners | 189 | 87 | 278 | 189 | 87 | 278 |
Avg Bars in Losers | 128 | 88 | 175 | 128 | 88 | 175 |
Bars Traded | 14680 | 4136 | 10544 | 14680 | 4136 | 10544 |
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 | 354405 | 356900 | -562134 | -360497 | -152815 | -580422 |
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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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