Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433669.5041 | 351798.6668 | 81870.8373 | 140661.8139 | 107113.64 | 33548.1739 |
Total P&L (%) | 433.6695 | 351.7987 | 81.8708 | 140.6618 | 107.1136 | 33.5482 |
Avg Daily Profit (%) | 0.1885 | 0.1529 | 0.0356 | 0.0382 | 0.0317 | 0.0126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133487 | -120227 | -115534 | -206123 | -163153 | -125094 |
Profit Factor | 1.6789 | 2.0552 | 1.2681 | 1.1489 | 1.2155 | 1.075 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.8723 | 42.5532 | 53.1915 | 47.8723 | 42.5532 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.8282 | 2.7745 | 1.116 | 1.251 | 1.6409 | 0.946 |
Largest Winning Trade | 221662 | 221662 | 61625 | 232926 | 232926 | 85323 |
Largest Losing Trade | -46797 | -31969 | -46797 | -83953 | -83953 | -66857 |
Avg Bars in Trades | 46 | 38 | 55 | 46 | 38 | 55 |
Avg Bars in Winners | 65 | 49 | 78 | 65 | 49 | 78 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 4409 | 1789 | 2620 | 4409 | 1789 | 2620 |
Profit Streak | 0 | 0 | 87.0797 | 0 | 0 | 87.0797 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364562 | 299178 | -144413 | -199214 | -152736 | -317516 |
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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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