Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543428.3717 | 456869.3897 | 86558.982 | 244102.7483 | 218864.5522 | 25238.1961 |
Total P&L (%) | 543.4284 | 456.8694 | 86.559 | 244.1027 | 218.8646 | 25.2382 |
Avg Daily Profit (%) | 0.3384 | 0.2845 | 0.0539 | 0.077 | 0.0722 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108985 | -95218 | -67561 | -608782 | -594646 | -188881 |
Profit Factor | 1.9656 | 2.6723 | 1.2989 | 1.1166 | 1.2077 | 1.0243 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 15 | 29 | 44 | 15 | 29 |
Losing Trades | 47 | 31 | 16 | 47 | 31 | 16 |
Profitability (%) | 48.3516 | 32.6087 | 64.4444 | 48.3516 | 32.6087 | 64.4444 |
Ratio Avg Win / Avg Loss | 2.0996 | 5.5228 | 0.7166 | 1.1927 | 2.4959 | 0.5651 |
Largest Winning Trade | 325696 | 325696 | 59555 | 334296 | 334296 | 183888 |
Largest Losing Trade | -53509 | -34693 | -53509 | -281128 | -281128 | -145051 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 3028 | 1338 | 1690 | 3028 | 1338 | 1690 |
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 | 452016 | 253038 | -120594 | -182888 | -102280 | -371231 |
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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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