Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455482.1571 | 332061.1198 | 123421.0373 | 80943.276 | 217888.9258 | -136945.6499 |
Total P&L (%) | 455.4822 | 332.0611 | 123.421 | 80.9433 | 217.8889 | -136.9457 |
Avg Daily Profit (%) | 0.2395 | 0.1746 | 0.0649 | 0.0312 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175759 | -108479 | -180296 | -1758540 | -840052 | -1064130 |
Profit Factor | 1.5915 | 1.9167 | 1.3027 | 1.0169 | 1.0901 | 0.9425 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 58.1633 | 61.2245 | 55.102 | 58.1633 | 61.2245 | 55.102 |
Ratio Avg Win / Avg Loss | 1.1448 | 1.2139 | 1.0614 | 0.7314 | 0.6904 | 0.768 |
Largest Winning Trade | 104503 | 104503 | 54301 | 560188 | 560188 | 364024 |
Largest Losing Trade | -54070 | -50139 | -54070 | -853618 | -386887 | -853618 |
Avg Bars in Trades | 74 | 53 | 95 | 74 | 53 | 95 |
Avg Bars in Winners | 65 | 38 | 95 | 65 | 38 | 95 |
Avg Bars in Losers | 86 | 76 | 94 | 86 | 76 | 94 |
Bars Traded | 7268 | 2609 | 4659 | 7268 | 2609 | 4659 |
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 | 401148 | 413403 | -105428 | -353549 | -233212 | -580020 |
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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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