Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545459.937 | 402367.9053 | 143092.0317 | 1102194.5679 | 694140.1478 | 408054.42 |
Total P&L (%) | 545.4599 | 402.3679 | 143.092 | 1102.1946 | 694.1401 | 408.0544 |
Avg Daily Profit (%) | 0.5236 | 0.3863 | 0.1374 | 0.239 | 0.1991 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128317 | -93187 | -50316 | -1687617 | -1312669 | -653053 |
Profit Factor | 2.3029 | 2.5675 | 1.8835 | 1.2144 | 1.2201 | 1.2054 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 38.2979 | 27.6596 | 48.9362 | 38.2979 | 27.6596 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.7102 | 6.7151 | 1.9654 | 1.9566 | 3.1911 | 1.2578 |
Largest Winning Trade | 194963 | 194963 | 34611 | 1433108 | 1433108 | 434983 |
Largest Losing Trade | -24756 | -24756 | -18929 | -473159 | -473159 | -361926 |
Avg Bars in Trades | 261 | 232 | 289 | 261 | 232 | 289 |
Avg Bars in Winners | 455 | 492 | 433 | 455 | 492 | 433 |
Avg Bars in Losers | 140 | 133 | 150 | 140 | 133 | 150 |
Bars Traded | 24542 | 10950 | 13592 | 24542 | 10950 | 13592 |
Profit Streak | 0 | 0 | 38.1931 | 0 | 0 | 38.1931 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391984 | -3903 | -5417 | 170745 | -9274 | 266686 |
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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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