Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386534.9705 | 341895.1902 | 44639.7802 | 165928.1085 | 205451.0336 | -39522.9251 |
Total P&L (%) | 386.535 | 341.8952 | 44.6398 | 165.9281 | 205.451 | -39.5229 |
Avg Daily Profit (%) | 0.2068 | 0.1829 | 0.0239 | 0.0523 | 0.0598 | -0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151939 | -167418 | -48734 | -1446756 | -1379228 | -483640 |
Profit Factor | 1.8457 | 1.9992 | 1.3885 | 1.059 | 1.0975 | 0.9441 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 53.9326 | 47.7273 | 60 | 53.9326 | 47.7273 | 60 |
Ratio Avg Win / Avg Loss | 1.5765 | 2.1896 | 0.9257 | 0.9045 | 1.2021 | 0.6294 |
Largest Winning Trade | 183448 | 183448 | 23247 | 798220 | 798220 | 193783 |
Largest Losing Trade | -47052 | -47052 | -17529 | -732308 | -732308 | -154790 |
Avg Bars in Trades | 58 | 108 | 9 | 58 | 108 | 9 |
Avg Bars in Winners | 50 | 104 | 8 | 50 | 104 | 8 |
Avg Bars in Losers | 67 | 112 | 11 | 67 | 112 | 11 |
Bars Traded | 5214 | 4778 | 435 | 5214 | 4778 | 435 |
Profit Streak | 0 | 87.824 | 0 | 0 | 87.824 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429436 | 396235 | -162177 | -279606 | -226641 | -579137 |
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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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