Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410961.5712 | 250424.8482 | 160536.7231 | 189947.5114 | -270206.6723 | 460154.1837 |
Total P&L (%) | 410.9616 | 250.4248 | 160.5367 | 189.9475 | -270.2067 | 460.1542 |
Avg Daily Profit (%) | 0.2269 | 0.1383 | 0.0886 | 0.0588 | 0 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144564 | -99785 | -76159 | -2247918 | -975077 | -1710256 |
Profit Factor | 1.722 | 1.7973 | 1.6293 | 1.0394 | 0.8755 | 1.1739 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 42.268 | 32.6531 | 52.0833 | 42.268 | 32.6531 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.352 | 3.707 | 1.4989 | 1.4197 | 1.8057 | 1.08 |
Largest Winning Trade | 229209 | 229209 | 70215 | 1046896 | 359311 | 1046896 |
Largest Losing Trade | -52767 | -24297 | -52767 | -1261609 | -297094 | -1261609 |
Avg Bars in Trades | 217 | 159 | 277 | 217 | 159 | 277 |
Avg Bars in Winners | 360 | 296 | 401 | 360 | 296 | 401 |
Avg Bars in Losers | 112 | 92 | 141 | 112 | 92 | 141 |
Bars Traded | 21108 | 7808 | 13300 | 21108 | 7808 | 13300 |
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 | 301198 | -11665 | -72275 | -294301 | -584649 | -94751 |
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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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