Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371603.8495 | 394521.4261 | -22917.5766 | -87838.8107 | -47790.1431 | -40048.6676 |
Total P&L (%) | 371.6039 | 394.5214 | -22.9176 | -87.8388 | -47.7901 | -40.0487 |
Avg Daily Profit (%) | 0.199 | 0.2113 | -0.0123 | -0.1128 | -0.0348 | -0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213101 | -211960 | -53246 | -68462 | -34321 | -21489 |
Profit Factor | 1.5306 | 1.8277 | 0.8975 | 0.5053 | 0.5526 | 0.4339 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 47.8723 | 38.2979 | 57.4468 | 47.8723 | 38.2979 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.6667 | 2.9447 | 0.6649 | 0.5503 | 0.8904 | 0.3214 |
Largest Winning Trade | 558492 | 558492 | 31214 | 21146 | 21146 | 7782 |
Largest Losing Trade | -51210 | -51210 | -40010 | -32846 | -32846 | -28664 |
Avg Bars in Trades | 33 | 62 | 4 | 33 | 62 | 4 |
Avg Bars in Winners | 36 | 85 | 4 | 36 | 85 | 4 |
Avg Bars in Losers | 31 | 48 | 5 | 31 | 48 | 5 |
Bars Traded | 3168 | 2950 | 219 | 3168 | 2950 | 219 |
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 | 347055 | 241771 | -579453 | -581354 | -585247 | -579453 |
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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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