Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887186.5889 | 807386.1357 | 79800.4532 | 749844.3344 | 291021.4204 | 458822.914 |
Total P&L (%) | 887.1866 | 807.3861 | 79.8005 | 749.8443 | 291.0214 | 458.8229 |
Avg Daily Profit (%) | 0.3722 | 0.3387 | 0.0335 | 0.0898 | 0.0572 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82328 | -63390 | -131532 | -417492 | -240164 | -220412 |
Profit Factor | 2.531 | 3.8939 | 1.2656 | 1.47 | 1.3471 | 1.606 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 53.7634 | 53.1915 | 54.3478 | 53.7634 | 53.1915 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.1766 | 3.4266 | 1.0631 | 1.2642 | 1.1854 | 1.349 |
Largest Winning Trade | 678473 | 678473 | 49224 | 305212 | 305212 | 234556 |
Largest Losing Trade | -44132 | -34312 | -44132 | -145327 | -104604 | -145327 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Losers | 30 | 19 | 42 | 30 | 19 | 42 |
Bars Traded | 4234 | 1781 | 2453 | 4234 | 1781 | 2453 |
Profit Streak | 0 | 0 | 17.5803 | 0 | 0 | 17.5803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542538 | 601280 | -147088 | -70772 | -115638 | -93383 |
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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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