Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498154.262 | 440841.8347 | 57312.4272 | 264609.8393 | 263177.5324 | 1432.3069 |
Total P&L (%) | 498.1543 | 440.8418 | 57.3124 | 264.6098 | 263.1775 | 1.4323 |
Avg Daily Profit (%) | 0.2123 | 0.1879 | 0.0244 | 0.0552 | 0.055 | 0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122726 | -66322 | -144774 | -247112 | -148589 | -250314 |
Profit Factor | 1.9118 | 2.8192 | 1.1885 | 1.2351 | 1.5308 | 1.0023 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 55.8442 | 57.8947 | 53.8462 | 55.8442 | 57.8947 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5117 | 2.0503 | 1.0187 | 0.9766 | 1.1133 | 0.8591 |
Largest Winning Trade | 247345 | 247345 | 60586 | 207476 | 207476 | 131007 |
Largest Losing Trade | -54734 | -42789 | -54734 | -161631 | -91900 | -161631 |
Avg Bars in Trades | 58 | 50 | 66 | 58 | 50 | 66 |
Avg Bars in Winners | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Losers | 44 | 37 | 50 | 44 | 37 | 50 |
Bars Traded | 4519 | 1935 | 2584 | 4519 | 1935 | 2584 |
Profit Streak | 0 | 51.9854 | 0 | 0 | 51.9854 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33885 | 521962 | -173699 | -166483 | -116392 | -576948 |
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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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