Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397589.018 | 379260.9005 | 18328.1175 | -9774.8997 | 225136.5723 | -234911.4719 |
Total P&L (%) | 397.589 | 379.2609 | 18.3281 | -9.7749 | 225.1366 | -234.9115 |
Avg Daily Profit (%) | 0.2123 | 0.2025 | 0.0098 | -0.0055 | 0.063 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117978 | -67983 | -72261 | -460279 | -181062 | -379688 |
Profit Factor | 1.6894 | 2.6216 | 1.0535 | 0.9944 | 1.3486 | 0.7867 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 51.1111 | 46.6667 | 55.5556 | 51.1111 | 46.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.616 | 2.9961 | 0.8428 | 0.9512 | 1.5413 | 0.6293 |
Largest Winning Trade | 327730 | 327730 | 63475 | 162073 | 162073 | 125493 |
Largest Losing Trade | -70400 | -32716 | -70400 | -375838 | -97524 | -375838 |
Avg Bars in Trades | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Winners | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Losers | 67 | 65 | 70 | 67 | 65 | 70 |
Bars Traded | 7154 | 3318 | 3836 | 7154 | 3318 | 3836 |
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 | 407197 | 410826 | -350362 | -580393 | -108583 | -579991 |
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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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