Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315030.9022 | 29158.4211 | 285872.4811 | 585351.8391 | -401338.7715 | 986690.6106 |
Total P&L (%) | 315.0309 | 29.1584 | 285.8725 | 585.3518 | -401.3388 | 986.6906 |
Avg Daily Profit (%) | 0.207 | 0.0192 | 0.1878 | 0.1265 | 0 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69149 | -46253 | -69304 | -1127172 | -737430 | -877597 |
Profit Factor | 1.787 | 1.1481 | 2.4053 | 1.1573 | 0.7674 | 1.4944 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 51.5789 | 42.5532 | 60.4167 | 51.5789 | 42.5532 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.6776 | 1.55 | 1.5759 | 1.0865 | 1.036 | 0.9791 |
Largest Winning Trade | 52989 | 40663 | 52989 | 367121 | 285057 | 367121 |
Largest Losing Trade | -57019 | -24552 | -57019 | -795159 | -377629 | -795159 |
Avg Bars in Trades | 30 | 10 | 51 | 30 | 10 | 51 |
Avg Bars in Winners | 30 | 9 | 44 | 30 | 9 | 44 |
Avg Bars in Losers | 31 | 10 | 61 | 31 | 10 | 61 |
Bars Traded | 2939 | 470 | 2469 | 2939 | 470 | 2469 |
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 | 415006 | -229461 | 487384 | -70690 | -581648 | 313690 |
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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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