Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316552.1815 | 223757.5799 | 92794.6016 | 174154.8543 | 355043.9593 | -180889.1049 |
Total P&L (%) | 316.5522 | 223.7576 | 92.7946 | 174.1549 | 355.044 | -180.8891 |
Avg Daily Profit (%) | 0.2213 | 0.1564 | 0.0649 | 0.0705 | 0.106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76733 | -60395 | -92183 | -470206 | -245587 | -595632 |
Profit Factor | 1.5799 | 1.8599 | 1.3248 | 1.0859 | 1.4031 | 0.8421 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.9561 | 2.3027 | 1.6403 | 1.3445 | 1.7372 | 1.0426 |
Largest Winning Trade | 94802 | 94802 | 55676 | 278398 | 278398 | 125947 |
Largest Losing Trade | -70555 | -24238 | -70555 | -405594 | -95481 | -405594 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 2758 | 1354 | 1404 | 2758 | 1354 | 1404 |
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 | 330058 | 326474 | -106677 | -226297 | -51385 | -580820 |
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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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