Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609958.756 | 473547.6762 | 136411.0799 | 6100.402 | -190150.1323 | 196250.5344 |
Total P&L (%) | 609.9588 | 473.5477 | 136.4111 | 6.1004 | -190.1501 | 196.2505 |
Avg Daily Profit (%) | 0.4117 | 0.3196 | 0.0921 | 0.004 | 0 | 0.0733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132697 | -151690 | -95324 | -582914 | -582412 | -273131 |
Profit Factor | 1.9608 | 2.459 | 1.4396 | 1.0041 | 0.7734 | 1.3027 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2409 | 3.6885 | 1.2597 | 1.1475 | 1.1601 | 1.1399 |
Largest Winning Trade | 440377 | 440377 | 56758 | 388220 | 388220 | 132147 |
Largest Losing Trade | -87464 | -29336 | -87464 | -269202 | -140166 | -269202 |
Avg Bars in Trades | 48 | 39 | 57 | 48 | 39 | 57 |
Avg Bars in Winners | 67 | 59 | 73 | 67 | 59 | 73 |
Avg Bars in Losers | 31 | 26 | 38 | 31 | 26 | 38 |
Bars Traded | 4357 | 1783 | 2574 | 4357 | 1783 | 2574 |
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 | 450553 | 342234 | -68616 | -570325 | -582934 | -94440 |
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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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