Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427472.8621 | 354111.9556 | 73360.9064 | 37372.3477 | 465002.5284 | -427630.1806 |
Total P&L (%) | 427.4729 | 354.112 | 73.3609 | 37.3723 | 465.0025 | -427.6302 |
Avg Daily Profit (%) | 0.2247 | 0.1861 | 0.0386 | 0.0167 | 0.0911 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212694 | -194026 | -122815 | -949764 | -516643 | -731623 |
Profit Factor | 1.5047 | 1.734 | 1.2013 | 1.0134 | 1.3374 | 0.6972 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 41.6667 | 43.75 | 39.5833 | 41.6667 | 43.75 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.1066 | 2.2294 | 1.8335 | 1.4188 | 1.7196 | 1.0642 |
Largest Winning Trade | 200183 | 200183 | 51897 | 344436 | 344436 | 229346 |
Largest Losing Trade | -48030 | -38293 | -48030 | -363832 | -236690 | -363832 |
Avg Bars in Trades | 56 | 64 | 49 | 56 | 64 | 49 |
Avg Bars in Winners | 85 | 89 | 81 | 85 | 89 | 81 |
Avg Bars in Losers | 36 | 46 | 27 | 36 | 46 | 27 |
Bars Traded | 5471 | 3119 | 2352 | 5471 | 3119 | 2352 |
Profit Streak | 0 | 0 | 667.1457 | 0 | 0 | 667.1457 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262562 | 304117 | -143800 | -381784 | -72297 | -582116 |
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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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