Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249914.5004 | 96568.035 | 153346.4654 | 334103.7975 | 64714.3956 | 269389.4019 |
Total P&L (%) | 249.9145 | 96.568 | 153.3465 | 334.1038 | 64.7144 | 269.3894 |
Avg Daily Profit (%) | 0.2241 | 0.0866 | 0.1375 | 0.1318 | 0.0448 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94821 | -83063 | -57089 | -780538 | -659675 | -493605 |
Profit Factor | 1.7714 | 1.5726 | 1.9873 | 1.1602 | 1.06 | 1.2673 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 53.6842 | 41.6667 | 65.9574 | 53.6842 | 41.6667 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.5283 | 2.2016 | 1.0257 | 1.0009 | 1.484 | 0.6541 |
Largest Winning Trade | 120899 | 120899 | 29972 | 377052 | 377052 | 185693 |
Largest Losing Trade | -27605 | -22400 | -27605 | -251370 | -251370 | -226855 |
Avg Bars in Trades | 34 | 20 | 48 | 34 | 20 | 48 |
Avg Bars in Winners | 44 | 26 | 55 | 44 | 26 | 55 |
Avg Bars in Losers | 22 | 16 | 33 | 22 | 16 | 33 |
Bars Traded | 3249 | 991 | 2258 | 3249 | 991 | 2258 |
Profit Streak | 0 | 0 | 44.8424 | 0 | 0 | 44.8424 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429021 | -77342 | -3124 | -60743 | -290837 | -34599 |
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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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