Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558767.7765 | 519729.2655 | 39038.511 | -83985.9588 | 221642.1387 | -305628.0975 |
Total P&L (%) | 558.7678 | 519.7293 | 39.0385 | -83.986 | 221.6421 | -305.6281 |
Avg Daily Profit (%) | 0.2348 | 0.2184 | 0.0164 | -0.077 | 0.0491 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100404 | -91561 | -213497 | -213715 | -127324 | -449199 |
Profit Factor | 1.635 | 2.4016 | 1.0767 | 0.8922 | 1.9341 | 0.4361 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 47.8261 | 50 | 45.6522 | 47.8261 | 50 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.7836 | 2.4016 | 1.2817 | 0.9733 | 1.9341 | 0.5192 |
Largest Winning Trade | 139520 | 139520 | 66208 | 117103 | 117103 | 50998 |
Largest Losing Trade | -98080 | -50162 | -98080 | -213715 | -87401 | -213715 |
Avg Bars in Trades | 75 | 95 | 54 | 75 | 95 | 54 |
Avg Bars in Winners | 82 | 88 | 76 | 82 | 88 | 76 |
Avg Bars in Losers | 68 | 103 | 36 | 68 | 103 | 36 |
Bars Traded | 6912 | 4405 | 2507 | 6912 | 4405 | 2507 |
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 | 389926 | 462391 | -311047 | -581378 | -123575 | -582395 |
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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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