Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431908.8903 | 295996.0614 | 135912.8288 | 559558.5471 | 667290.6962 | -107732.1491 |
Total P&L (%) | 431.9089 | 295.9961 | 135.9128 | 559.5585 | 667.2907 | -107.7321 |
Avg Daily Profit (%) | 0.3191 | 0.2187 | 0.1004 | 0.1395 | 0.1507 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75370 | -66801 | -48946 | -920328 | -776605 | -613978 |
Profit Factor | 2.1505 | 3.1532 | 1.5712 | 1.1751 | 1.6001 | 0.9483 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 44.7917 | 37.5 | 52.0833 | 44.7917 | 37.5 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.6507 | 5.2554 | 1.4455 | 1.4484 | 2.6668 | 0.8724 |
Largest Winning Trade | 234007 | 234007 | 61276 | 783116 | 783116 | 587723 |
Largest Losing Trade | -45198 | -15630 | -45198 | -463858 | -235818 | -463858 |
Avg Bars in Trades | 79 | 30 | 128 | 79 | 30 | 128 |
Avg Bars in Winners | 129 | 57 | 181 | 129 | 57 | 181 |
Avg Bars in Losers | 38 | 14 | 70 | 38 | 14 | 70 |
Bars Traded | 7625 | 1464 | 6161 | 7625 | 1464 | 6161 |
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 | 394579 | 325239 | -56802 | -36052 | 211403 | -580419 |
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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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