Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509228.1387 | 450876.5241 | 58351.6146 | 178499.075 | 47762.6933 | 130736.3817 |
Total P&L (%) | 509.2281 | 450.8765 | 58.3516 | 178.4991 | 47.7627 | 130.7364 |
Avg Daily Profit (%) | 0.2709 | 0.2399 | 0.031 | 0.0545 | 0.0208 | 0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101779 | -63445 | -105007 | -252924 | -175628 | -119921 |
Profit Factor | 1.8096 | 2.4135 | 1.1882 | 1.1262 | 1.0648 | 1.193 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 39.7959 | 32.6531 | 46.9388 | 39.7959 | 32.6531 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.7377 | 4.9779 | 1.3432 | 1.7037 | 2.1962 | 1.3486 |
Largest Winning Trade | 369060 | 369060 | 59357 | 146437 | 146437 | 110014 |
Largest Losing Trade | -43152 | -26657 | -43152 | -101224 | -101224 | -80314 |
Avg Bars in Trades | 227 | 192 | 263 | 227 | 192 | 263 |
Avg Bars in Winners | 404 | 385 | 417 | 404 | 385 | 417 |
Avg Bars in Losers | 110 | 98 | 127 | 110 | 98 | 127 |
Bars Traded | 22319 | 9409 | 12910 | 22319 | 9409 | 12910 |
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 | 301302 | 212771 | -166745 | -204441 | -321416 | -142839 |
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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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