Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636862.4526 | 565838.1266 | 71024.326 | 177075.4759 | -390063.5256 | 567139.0015 |
Total P&L (%) | 636.8625 | 565.8381 | 71.0243 | 177.0755 | -390.0635 | 567.139 |
Avg Daily Profit (%) | 0.3587 | 0.3187 | 0.04 | 0.0574 | 0 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122943 | -115426 | -31165 | -3056371 | -2893748 | -358087 |
Profit Factor | 2.0425 | 2.1798 | 1.5409 | 1.0258 | 0.9309 | 1.4664 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 49.4949 | 55.102 | 44 | 49.4949 | 55.102 | 44 |
Ratio Avg Win / Avg Loss | 2.0842 | 1.7761 | 1.9612 | 1.0467 | 0.7585 | 1.8664 |
Largest Winning Trade | 225255 | 225255 | 27399 | 1191407 | 1191407 | 413244 |
Largest Losing Trade | -77293 | -77293 | -13612 | -1491365 | -1491365 | -301131 |
Avg Bars in Trades | 205 | 389 | 25 | 205 | 389 | 25 |
Avg Bars in Winners | 186 | 309 | 36 | 186 | 309 | 36 |
Avg Bars in Losers | 224 | 488 | 17 | 224 | 488 | 17 |
Bars Traded | 20392 | 19097 | 1295 | 20392 | 19097 | 1295 |
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 | 480369 | 502454 | -318913 | -308320 | -580020 | -229692 |
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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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