Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513545.7294 | 542639.6482 | -29093.9188 | 20950.769 | 263497.2666 | -242546.4977 |
Total P&L (%) | 513.5457 | 542.6396 | -29.0939 | 20.9508 | 263.4973 | -242.5465 |
Avg Daily Profit (%) | 0.2731 | 0.2886 | -0.0155 | 0.0101 | 0.0687 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99426 | -74278 | -106947 | -334895 | -146585 | -373497 |
Profit Factor | 1.6365 | 2.3364 | 0.9274 | 1.014 | 1.3902 | 0.7031 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 41.4894 | 38.2979 | 44.6809 | 41.4894 | 38.2979 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.3078 | 3.7641 | 1.1482 | 1.4301 | 2.2398 | 0.8705 |
Largest Winning Trade | 344460 | 344460 | 43881 | 295882 | 295882 | 101057 |
Largest Losing Trade | -39256 | -30945 | -39256 | -173335 | -65545 | -173335 |
Avg Bars in Trades | 114 | 106 | 123 | 114 | 106 | 123 |
Avg Bars in Winners | 184 | 174 | 192 | 184 | 174 | 192 |
Avg Bars in Losers | 65 | 63 | 68 | 65 | 63 | 68 |
Bars Traded | 10802 | 4983 | 5819 | 10802 | 4983 | 5819 |
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 | 313289 | 315891 | -581098 | -393713 | -103974 | -582765 |
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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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