Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456416.2101 | 440866.8451 | 15549.365 | -7255.5973 | 527400.5619 | -534656.1592 |
Total P&L (%) | 456.4162 | 440.8668 | 15.5494 | -7.2556 | 527.4006 | -534.6562 |
Avg Daily Profit (%) | 0.1881 | 0.1817 | 0.0064 | -0.0031 | 0.0757 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157724 | -81228 | -166843 | -692438 | -233995 | -712853 |
Profit Factor | 1.607 | 2.1837 | 1.041 | 0.9955 | 1.9021 | 0.4823 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 44.7917 | 41.6667 | 47.9167 | 44.7917 | 41.6667 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.9807 | 3.0572 | 1.1315 | 1.227 | 2.663 | 0.5242 |
Largest Winning Trade | 243267 | 243267 | 69850 | 355992 | 355992 | 76201 |
Largest Losing Trade | -57975 | -39104 | -57975 | -363689 | -57047 | -363689 |
Avg Bars in Trades | 73 | 61 | 85 | 73 | 61 | 85 |
Avg Bars in Winners | 100 | 77 | 120 | 100 | 77 | 120 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 7047 | 2934 | 4113 | 7047 | 2934 | 4113 |
Profit Streak | 0 | 0 | 51.9208 | 0 | 0 | 51.9208 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316489 | 304817 | -369309 | -580880 | -90990 | -580511 |
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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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