Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348042.451 | 123499.2945 | 224543.1566 | 408504.4509 | 179678.064 | 228826.3869 |
Total P&L (%) | 348.0425 | 123.4993 | 224.5432 | 408.5045 | 179.6781 | 228.8264 |
Avg Daily Profit (%) | 0.2335 | 0.0829 | 0.1507 | 0.1092 | 0.069 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115830 | -59868 | -94806 | -797869 | -514629 | -539095 |
Profit Factor | 1.6449 | 1.466 | 1.8176 | 1.1241 | 1.1145 | 1.1328 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 44.2105 | 33.3333 | 55.3191 | 44.2105 | 33.3333 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.0758 | 2.932 | 1.4681 | 1.4185 | 2.2289 | 0.915 |
Largest Winning Trade | 86895 | 86895 | 70667 | 479570 | 479570 | 304632 |
Largest Losing Trade | -35598 | -21268 | -35598 | -271844 | -163135 | -271844 |
Avg Bars in Trades | 184 | 143 | 226 | 184 | 143 | 226 |
Avg Bars in Winners | 250 | 183 | 291 | 250 | 183 | 291 |
Avg Bars in Losers | 132 | 123 | 146 | 132 | 123 | 146 |
Bars Traded | 17512 | 6871 | 10641 | 17512 | 6871 | 10641 |
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 | 324876 | -86507 | 371057 | -133285 | -200659 | -161599 |
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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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