Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515427.9847 | 465224.1829 | 50203.8018 | -43898.8414 | -136365.0322 | 92466.1908 |
Total P&L (%) | 515.428 | 465.2242 | 50.2038 | -43.8988 | -136.365 | 92.4662 |
Avg Daily Profit (%) | 0.3475 | 0.3136 | 0.0338 | -0.039 | 0 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187607 | -180986 | -84025 | -451582 | -323358 | -172734 |
Profit Factor | 1.624 | 1.9013 | 1.162 | 0.9697 | 0.8618 | 1.1998 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 40.2062 | 29.1667 | 51.0204 | 40.2062 | 29.1667 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.4152 | 4.6175 | 1.1155 | 1.4421 | 2.0929 | 1.1518 |
Largest Winning Trade | 421541 | 421541 | 45787 | 230669 | 230669 | 73901 |
Largest Losing Trade | -42266 | -42266 | -37572 | -143747 | -143747 | -80190 |
Avg Bars in Trades | 179 | 186 | 173 | 179 | 186 | 173 |
Avg Bars in Winners | 245 | 280 | 225 | 245 | 280 | 225 |
Avg Bars in Losers | 135 | 147 | 119 | 135 | 147 | 119 |
Bars Traded | 17425 | 8932 | 8493 | 17425 | 8932 | 8493 |
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 | 317608 | 30242 | -191072 | -582661 | -589362 | -134490 |
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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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