Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367729.3869 | 327223.7198 | 40505.667 | 88850.9522 | 108977.82 | -20126.8678 |
Total P&L (%) | 367.7294 | 327.2237 | 40.5057 | 88.851 | 108.9778 | -20.1269 |
Avg Daily Profit (%) | 0.1559 | 0.1387 | 0.0172 | 0.027 | 0.0312 | -0.0095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145878 | -102553 | -139047 | -517707 | -347479 | -266880 |
Profit Factor | 1.5022 | 1.8919 | 1.1109 | 1.0465 | 1.1058 | 0.9771 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 53.6842 | 58.3333 | 48.9362 | 53.6842 | 58.3333 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.296 | 1.3514 | 1.1592 | 0.9029 | 0.7899 | 1.0196 |
Largest Winning Trade | 87354 | 87354 | 58722 | 132429 | 132429 | 86216 |
Largest Losing Trade | -52794 | -50388 | -52794 | -163691 | -163691 | -149228 |
Avg Bars in Trades | 48 | 54 | 41 | 48 | 54 | 41 |
Avg Bars in Winners | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Losers | 47 | 60 | 36 | 47 | 60 | 36 |
Bars Traded | 4561 | 2634 | 1927 | 4561 | 2634 | 1927 |
Profit Streak | 0 | 0 | 213.9445 | 0 | 0 | 213.9445 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334591 | -4206 | -270036 | -327168 | -255783 | -578468 |
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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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