Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303431.9026 | 120540.9395 | 182890.9631 | 524043.384 | 761812.0801 | -237768.6961 |
Total P&L (%) | 303.4319 | 120.5409 | 182.891 | 524.0434 | 761.8121 | -237.7687 |
Avg Daily Profit (%) | 0.1801 | 0.0716 | 0.1086 | 0.1087 | 0.1279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122798 | -56339 | -91766 | -2091961 | -927367 | -1475451 |
Profit Factor | 1.9606 | 1.856 | 2.0448 | 1.1251 | 1.4186 | 0.8997 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 49.4382 | 52.2727 | 46.6667 | 49.4382 | 52.2727 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0052 | 1.6946 | 2.337 | 1.1506 | 1.2953 | 1.0282 |
Largest Winning Trade | 76445 | 76445 | 58777 | 801791 | 801791 | 401482 |
Largest Losing Trade | -34468 | -30352 | -34468 | -666802 | -666802 | -594937 |
Avg Bars in Trades | 53 | 38 | 67 | 53 | 38 | 67 |
Avg Bars in Winners | 78 | 61 | 96 | 78 | 61 | 96 |
Avg Bars in Losers | 29 | 14 | 42 | 29 | 14 | 42 |
Bars Traded | 4761 | 1715 | 3045 | 4761 | 1715 | 3045 |
Profit Streak | 0 | 84.7555 | 0 | 0 | 84.7555 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403000 | -92567 | -45400 | -130313 | -19689 | -580341 |
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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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