Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613364.6223 | 403902.5979 | 209462.0244 | 339054.3744 | 36681.3354 | 302373.039 |
Total P&L (%) | 613.3646 | 403.9026 | 209.462 | 339.0544 | 36.6813 | 302.373 |
Avg Daily Profit (%) | 0.3375 | 0.2223 | 0.1153 | 0.0814 | 0.0172 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183000 | -110036 | -104308 | -1870598 | -945075 | -1476028 |
Profit Factor | 1.9921 | 2.1454 | 1.7886 | 1.0776 | 1.016 | 1.1458 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 44.5545 | 31.3725 | 58 | 44.5545 | 31.3725 | 58 |
Ratio Avg Win / Avg Loss | 2.4791 | 4.693 | 1.2952 | 1.341 | 2.2225 | 0.8297 |
Largest Winning Trade | 352144 | 352144 | 71068 | 606596 | 606596 | 463245 |
Largest Losing Trade | -80939 | -33802 | -80939 | -1395483 | -357252 | -1395483 |
Avg Bars in Trades | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 5284 | 2267 | 3017 | 5284 | 2267 | 3017 |
Profit Streak | 0 | 0 | 53.622 | 0 | 0 | 53.622 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401371 | -175685 | -215303 | -221237 | -561812 | -330878 |
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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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