Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357608.9629 | 246902.8074 | 110706.1555 | 252601.7079 | 39306.6367 | 213295.0711 |
Total P&L (%) | 357.609 | 246.9028 | 110.7062 | 252.6017 | 39.3066 | 213.2951 |
Avg Daily Profit (%) | 0.19 | 0.1312 | 0.0588 | 0.067 | 0.0176 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72623 | -63418 | -33823 | -489870 | -443436 | -140971 |
Profit Factor | 1.8092 | 1.799 | 1.8327 | 1.1268 | 1.0271 | 1.3929 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 45.2632 | 38.2979 | 52.0833 | 45.2632 | 38.2979 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.1878 | 2.8985 | 1.6861 | 1.3627 | 1.6548 | 1.2815 |
Largest Winning Trade | 228087 | 228087 | 41248 | 313438 | 313438 | 104481 |
Largest Losing Trade | -44646 | -44646 | -29570 | -175246 | -175246 | -121796 |
Avg Bars in Trades | 226 | 382 | 75 | 226 | 382 | 75 |
Avg Bars in Winners | 245 | 442 | 104 | 245 | 442 | 104 |
Avg Bars in Losers | 211 | 344 | 43 | 211 | 344 | 43 |
Bars Traded | 21561 | 17957 | 3604 | 21561 | 17957 | 3604 |
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 | 337622 | -18987 | -110559 | -186140 | -365654 | -110887 |
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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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