Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356437.3934 | 93025.3652 | 263412.0282 | 569521.3527 | 474679.1887 | 94842.164 |
Total P&L (%) | 356.4374 | 93.0254 | 263.412 | 569.5214 | 474.6792 | 94.8422 |
Avg Daily Profit (%) | 0.239 | 0.0624 | 0.1766 | 0.1276 | 0.1173 | 0.0447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84488 | -36556 | -74839 | -1552587 | -268842 | -1540087 |
Profit Factor | 1.9518 | 1.8003 | 2.02 | 1.1386 | 1.5071 | 1.0299 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 33 | 22 | 11 | 33 | 22 | 11 |
Profitability (%) | 62.9213 | 51.1111 | 75 | 62.9213 | 51.1111 | 75 |
Ratio Avg Win / Avg Loss | 1.1502 | 1.7221 | 0.6733 | 0.671 | 1.4415 | 0.3433 |
Largest Winning Trade | 54545 | 44522 | 54545 | 518388 | 426085 | 518388 |
Largest Losing Trade | -69356 | -17329 | -69356 | -1237266 | -154833 | -1237266 |
Avg Bars in Trades | 31 | 4 | 59 | 31 | 4 | 59 |
Avg Bars in Winners | 21 | 3 | 34 | 21 | 3 | 34 |
Avg Bars in Losers | 48 | 4 | 137 | 48 | 4 | 137 |
Bars Traded | 2828 | 192 | 2636 | 2828 | 192 | 2636 |
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 | 458667 | -105743 | 424132 | -89836 | -34557 | -319176 |
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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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