Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348804.7422 | 185108.904 | 163695.8381 | 704926.8588 | 688692.1404 | 16234.7184 |
Total P&L (%) | 348.8047 | 185.1089 | 163.6958 | 704.9269 | 688.6921 | 16.2347 |
Avg Daily Profit (%) | 0.2078 | 0.1103 | 0.0975 | 0.1243 | 0.1231 | 0.009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56265 | -35720 | -65575 | -734325 | -462995 | -779561 |
Profit Factor | 1.7795 | 1.9028 | 1.6751 | 1.1864 | 1.4238 | 1.0075 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 52.1739 | 54.3478 | 50 | 52.1739 | 54.3478 | 50 |
Ratio Avg Win / Avg Loss | 1.6312 | 1.5984 | 1.6751 | 1.0876 | 1.196 | 1.0075 |
Largest Winning Trade | 69296 | 69296 | 59106 | 345427 | 345427 | 304703 |
Largest Losing Trade | -25737 | -19658 | -25737 | -326537 | -234142 | -326537 |
Avg Bars in Trades | 106 | 77 | 136 | 106 | 77 | 136 |
Avg Bars in Winners | 139 | 92 | 190 | 139 | 92 | 190 |
Avg Bars in Losers | 70 | 58 | 82 | 70 | 58 | 82 |
Bars Traded | 9815 | 3549 | 6265 | 9815 | 3549 | 6265 |
Profit Streak | 41.221 | 0 | 45.0543 | 41.221 | 0 | 45.0543 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437011 | -41513 | -58970 | -40986 | -26758 | -401869 |
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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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