Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432570.2534 | 374809.2447 | 57761.0087 | 137046.2859 | -124522.7391 | 261569.025 |
Total P&L (%) | 432.5703 | 374.8092 | 57.761 | 137.0463 | -124.5227 | 261.569 |
Avg Daily Profit (%) | 0.2434 | 0.2109 | 0.0325 | 0.0486 | 0 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108337 | -81859 | -52868 | -402460 | -434073 | -218365 |
Profit Factor | 1.8218 | 2.147 | 1.2893 | 1.0733 | 0.8997 | 1.4161 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 44.1176 | 51.4286 | 47.8261 | 44.1176 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.9874 | 2.7196 | 1.2177 | 1.1708 | 1.1397 | 1.3375 |
Largest Winning Trade | 188303 | 188303 | 57200 | 241184 | 241184 | 164391 |
Largest Losing Trade | -51429 | -51429 | -36547 | -187963 | -187963 | -160305 |
Avg Bars in Trades | 148 | 213 | 85 | 148 | 213 | 85 |
Avg Bars in Winners | 202 | 310 | 111 | 202 | 310 | 111 |
Avg Bars in Losers | 99 | 136 | 57 | 99 | 136 | 57 |
Bars Traded | 10247 | 7249 | 2998 | 10247 | 7249 | 2998 |
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 | -95674 | 341767 | -150087 | -375080 | -581416 | -95363 |
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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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