Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583794.8746 | 383056.5963 | 200738.2782 | 392331.0148 | 966666.9636 | -574335.9488 |
Total P&L (%) | 583.7949 | 383.0566 | 200.7383 | 392.331 | 966.667 | -574.3359 |
Avg Daily Profit (%) | 0.3931 | 0.258 | 0.1352 | 0.1074 | 0.1595 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194842 | -116990 | -111942 | -1684401 | -425536 | -1424065 |
Profit Factor | 1.924 | 2.1303 | 1.6854 | 1.116 | 1.7897 | 0.734 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 53.4653 | 45.098 | 62 | 53.4653 | 45.098 | 62 |
Ratio Avg Win / Avg Loss | 1.6746 | 2.5934 | 1.033 | 0.9713 | 2.1787 | 0.4499 |
Largest Winning Trade | 284562 | 284562 | 63090 | 760879 | 760879 | 211705 |
Largest Losing Trade | -79564 | -30047 | -79564 | -1411768 | -160160 | -1411768 |
Avg Bars in Trades | 41 | 34 | 49 | 41 | 34 | 49 |
Avg Bars in Winners | 54 | 36 | 66 | 54 | 36 | 66 |
Avg Bars in Losers | 27 | 33 | 19 | 27 | 33 | 19 |
Bars Traded | 4221 | 1771 | 2450 | 4221 | 1771 | 2450 |
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 | 506163 | -169793 | -188988 | -143528 | -170875 | -759277 |
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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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