Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442775.7979 | 376223.4139 | 66552.3841 | 23011.5853 | 369846.6834 | -346835.0981 |
Total P&L (%) | 442.7758 | 376.2234 | 66.5524 | 23.0116 | 369.8467 | -346.8351 |
Avg Daily Profit (%) | 0.2328 | 0.1978 | 0.035 | 0.0109 | 0.0814 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100359 | -138656 | -135658 | -451722 | -256573 | -518519 |
Profit Factor | 1.6021 | 2.0279 | 1.1802 | 1.0149 | 1.5625 | 0.6073 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 43.1579 | 37.5 | 48.9362 | 43.1579 | 37.5 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.11 | 3.3798 | 1.2315 | 1.3367 | 2.6042 | 0.6337 |
Largest Winning Trade | 220509 | 220509 | 59113 | 280639 | 280639 | 65488 |
Largest Losing Trade | -48299 | -48299 | -47056 | -177520 | -127686 | -177520 |
Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
Avg Bars in Winners | 90 | 83 | 95 | 90 | 83 | 95 |
Avg Bars in Losers | 34 | 27 | 42 | 34 | 27 | 42 |
Bars Traded | 5540 | 2315 | 3225 | 5540 | 2315 | 3225 |
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 | 306926 | 240611 | -169076 | -389676 | -86290 | -581110 |
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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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