Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521000.1244 | 464006.676 | 56993.4484 | 82388.7975 | -52138.8446 | 134527.642 |
Total P&L (%) | 521.0001 | 464.0067 | 56.9934 | 82.3888 | -52.1388 | 134.5276 |
Avg Daily Profit (%) | 0.2811 | 0.2503 | 0.0307 | 0.0324 | -0.0397 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144405 | -122724 | -90870 | -426680 | -500434 | -226838 |
Profit Factor | 1.8928 | 2.5457 | 1.2011 | 1.0542 | 0.9382 | 1.1986 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 46.1538 | 41.3043 | 51.1111 | 46.1538 | 41.3043 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.2083 | 3.6176 | 1.1489 | 1.2299 | 1.3332 | 1.1465 |
Largest Winning Trade | 462408 | 462408 | 60855 | 398583 | 398583 | 185725 |
Largest Losing Trade | -54366 | -54366 | -30813 | -134112 | -134112 | -102176 |
Avg Bars in Trades | 78 | 65 | 91 | 78 | 65 | 91 |
Avg Bars in Winners | 121 | 101 | 137 | 121 | 101 | 137 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 7162 | 3033 | 4130 | 7162 | 3033 | 4130 |
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 | 398555 | 345470 | -152990 | -311761 | -582419 | -133286 |
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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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