Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532722.1463 | 428262.6096 | 104459.5367 | 254960.0007 | 482593.6833 | -227633.6825 |
Total P&L (%) | 532.7221 | 428.2626 | 104.4595 | 254.96 | 482.5937 | -227.6337 |
Avg Daily Profit (%) | 0.3316 | 0.2665 | 0.065 | 0.0789 | 0.1097 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159860 | -148035 | -83323 | -2322914 | -1834458 | -636726 |
Profit Factor | 1.9197 | 2.4236 | 1.3752 | 1.0586 | 1.2079 | 0.888 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 48.4211 | 41.6667 | 55.3191 | 48.4211 | 41.6667 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.0449 | 3.3931 | 1.1107 | 1.1276 | 1.6911 | 0.7172 |
Largest Winning Trade | 260142 | 260142 | 60865 | 1135320 | 1135320 | 334914 |
Largest Losing Trade | -58980 | -31128 | -58980 | -585149 | -585149 | -472006 |
Avg Bars in Trades | 65 | 49 | 81 | 65 | 49 | 81 |
Avg Bars in Winners | 94 | 85 | 101 | 94 | 85 | 101 |
Avg Bars in Losers | 38 | 23 | 57 | 38 | 23 | 57 |
Bars Traded | 6234 | 2390 | 3844 | 6234 | 2390 | 3844 |
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 | 448074 | 347597 | -104808 | -244101 | -49003 | -580007 |
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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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