Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338769.6065 | 287060.0332 | 51709.5733 | 96559.0748 | 165433.418 | -68874.3432 |
Total P&L (%) | 338.7696 | 287.06 | 51.7096 | 96.5591 | 165.4334 | -68.8743 |
Avg Daily Profit (%) | 0.1791 | 0.1518 | 0.0273 | 0.0357 | 0.0516 | -0.0617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135794 | -102942 | -78793 | -522026 | -263403 | -390256 |
Profit Factor | 1.5842 | 2.156 | 1.1559 | 1.0653 | 1.2972 | 0.9254 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 47.9167 | 41.6667 | 54.1667 | 47.9167 | 41.6667 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7219 | 3.0183 | 0.9781 | 1.1579 | 1.816 | 0.783 |
Largest Winning Trade | 245445 | 245445 | 52072 | 178288 | 178288 | 132184 |
Largest Losing Trade | -42246 | -35523 | -42246 | -267286 | -104202 | -267286 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 3542 | 1534 | 2008 | 3542 | 1534 | 2008 |
Profit Streak | 0 | 0 | 81.575 | 0 | 0 | 81.575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353504 | 293685 | -207047 | -294466 | -125950 | -579591 |
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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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