Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546048.9739 | 373681.3179 | 172367.656 | 514809.8497 | -41001.5371 | 555811.3868 |
Total P&L (%) | 546.049 | 373.6813 | 172.3677 | 514.8099 | -41.0015 | 555.8114 |
Avg Daily Profit (%) | 0.312 | 0.2135 | 0.0985 | 0.1038 | -0.0301 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116925 | -135834 | -51947 | -766698 | -560084 | -333024 |
Profit Factor | 1.8839 | 2.0257 | 1.6802 | 1.1918 | 0.9744 | 1.5134 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 48.4211 | 43.75 | 53.1915 | 48.4211 | 43.75 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.0068 | 2.6044 | 1.4786 | 1.2696 | 1.2528 | 1.3318 |
Largest Winning Trade | 228135 | 228135 | 52270 | 490000 | 490000 | 238761 |
Largest Losing Trade | -31620 | -31620 | -27705 | -210062 | -210062 | -161412 |
Avg Bars in Trades | 216 | 207 | 225 | 216 | 207 | 225 |
Avg Bars in Winners | 287 | 289 | 285 | 287 | 289 | 285 |
Avg Bars in Losers | 150 | 144 | 156 | 150 | 144 | 156 |
Bars Traded | 20562 | 9981 | 10581 | 20562 | 9981 | 10581 |
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 | 439580 | 332803 | -58918 | -63816 | -581453 | -47143 |
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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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