Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294193.1874 | 292003.5314 | 2189.6559 | 5906.662 | 71219.7508 | -65313.0888 |
Total P&L (%) | 294.1932 | 292.0035 | 2.1897 | 5.9067 | 71.2198 | -65.3131 |
Avg Daily Profit (%) | 0.1538 | 0.1526 | 0.0011 | 0.003 | 0.0281 | -0.0553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211165 | -173644 | -103757 | -482265 | -426636 | -205888 |
Profit Factor | 1.4983 | 2.0739 | 1.0069 | 1.0047 | 1.1187 | 0.9015 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 50.5495 | 42.2222 | 58.6957 | 50.5495 | 42.2222 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.4657 | 2.8379 | 0.7085 | 0.9828 | 1.5309 | 0.6344 |
Largest Winning Trade | 210449 | 210449 | 35832 | 209304 | 209304 | 77424 |
Largest Losing Trade | -53428 | -31073 | -53428 | -154461 | -119767 | -154461 |
Avg Bars in Trades | 60 | 85 | 35 | 60 | 85 | 35 |
Avg Bars in Winners | 69 | 114 | 38 | 69 | 114 | 38 |
Avg Bars in Losers | 50 | 64 | 31 | 50 | 64 | 31 |
Bars Traded | 5478 | 3851 | 1627 | 5478 | 3851 | 1627 |
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 | 318079 | 295206 | -570489 | -571321 | -247123 | -579577 |
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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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