Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463648.7692 | 416218.9318 | 47429.8375 | 64197.6915 | 1085353.956 | -1021156.2645 |
Total P&L (%) | 463.6488 | 416.2189 | 47.4298 | 64.1977 | 1085.354 | -1021.1563 |
Avg Daily Profit (%) | 0.1849 | 0.166 | 0.0189 | 0.0198 | 0.0987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213748 | -157728 | -176628 | -1202145 | -306090 | -1455583 |
Profit Factor | 1.6151 | 2.1584 | 1.1202 | 1.0245 | 2.7217 | 0.4882 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 43.75 | 39.5833 | 47.9167 | 43.75 | 39.5833 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.0765 | 3.2944 | 1.2176 | 1.3172 | 4.1541 | 0.5307 |
Largest Winning Trade | 229357 | 229357 | 57777 | 490421 | 490421 | 282065 |
Largest Losing Trade | -59406 | -34434 | -59406 | -521080 | -133825 | -521080 |
Avg Bars in Trades | 77 | 85 | 69 | 77 | 85 | 69 |
Avg Bars in Winners | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Losers | 61 | 78 | 42 | 61 | 78 | 42 |
Bars Traded | 7444 | 4095 | 3349 | 7444 | 4095 | 3349 |
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 | 301502 | 269077 | -258139 | -362622 | -59588 | -581499 |
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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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