Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557924.7661 | 363736.1569 | 194188.6092 | 449131.7027 | -391606.8123 | 840738.515 |
Total P&L (%) | 557.9248 | 363.7362 | 194.1886 | 449.1317 | -391.6068 | 840.7385 |
Avg Daily Profit (%) | 0.308 | 0.2008 | 0.1072 | 0.0941 | 0 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110118 | -111943 | -52510 | -1220983 | -1420101 | -875547 |
Profit Factor | 1.942 | 2.0926 | 1.7487 | 1.0818 | 0.8693 | 1.3368 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 38.9474 | 29.1667 | 48.9362 | 38.9474 | 29.1667 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.0442 | 5.082 | 1.8247 | 1.6957 | 2.1112 | 1.3949 |
Largest Winning Trade | 344241 | 344241 | 74005 | 653690 | 653690 | 638887 |
Largest Losing Trade | -51823 | -29198 | -51823 | -746779 | -359358 | -746779 |
Avg Bars in Trades | 55 | 38 | 73 | 55 | 38 | 73 |
Avg Bars in Winners | 94 | 64 | 113 | 94 | 64 | 113 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 5286 | 1839 | 3447 | 5286 | 1839 | 3447 |
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 | 309734 | 8808 | -46906 | -200920 | -589362 | -27344 |
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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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