Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536063.6406 | 382526.8675 | 153536.7732 | 756435.7794 | 556433.8075 | 200001.9719 |
Total P&L (%) | 536.0636 | 382.5269 | 153.5368 | 756.4358 | 556.4338 | 200.002 |
Avg Daily Profit (%) | 0.5243 | 0.3741 | 0.1502 | 0.2103 | 0.1842 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91025 | -100009 | -56230 | -206263 | -144470 | -93824 |
Profit Factor | 1.9219 | 2.0529 | 1.7036 | 1.798 | 1.9824 | 1.5242 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 53.5354 | 50 | 57.1429 | 53.5354 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.668 | 2.0529 | 1.2777 | 1.5605 | 1.9824 | 1.1431 |
Largest Winning Trade | 174156 | 174156 | 46377 | 322879 | 322879 | 151987 |
Largest Losing Trade | -58963 | -40546 | -58963 | -150829 | -125178 | -150829 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 58 | 69 | 44 | 58 | 69 | 44 |
Bars Traded | 5898 | 3271 | 2627 | 5898 | 3271 | 2627 |
Profit Streak | 0 | 0 | 100.8466 | 0 | 0 | 100.8466 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546503 | -167043 | 420862 | 441276 | -168386 | -45638 |
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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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